Maximum likelihood method for parameter estimation in non-linear models with below detection data

被引:0
作者
Mukesh Sharma
Rinku Agarwal
机构
[1] Indian Institute of Technology Kanpur,Environmental Engineering and Management Program, Department of Civil Engineering
[2] Tatainfotech Group,undefined
[3] JB Nagar Andheri (E),undefined
来源
Environmental and Ecological Statistics | 2003年 / 10卷
关键词
below detection data; nonlinear CO model; maximum likelihood method;
D O I
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中图分类号
学科分类号
摘要
The maximum likelihood (ML) method for regression analyzes of censored data (below detection limit) for nonlinear models is presented. The proposed ML method has been translated into an equivalent least squares method (ML-LS). A two stage iterative algorithm is proposed to estimate statistical parameters from the derived least squares translation. The developed algorithm is applied to a nonlinear model for prediction of ambient air CO concentration in terms of concentrations of respirable particulate matter (RSPM) and NO2. It has been shown that if censored data are ignored or estimated through simplifications such as (i) censored data are equal to detection limit, (ii) censored data are half of the difference between detection limit and lower limit (e.g., zero or background level) or (iii) censored data are equal to lower limit, this can cause significant bias in estimated parameters. The developed ML-LS method provided better estimates of parameters than any of the simplifications in censored data.
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页码:445 / 454
页数:9
相关论文
共 12 条
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