Statistical inference in nonlinear regression under heteroscedasticity

被引：0

作者：

Lim, Changwon ^{[1
]}

Sen, Pranab K. ^{[2
,3
]}

Peddada, Shyamal D. ^{[1
]}

机构：

[1] NIEHS, NIH, Biostat Branch, 111 TW Alexander Dr, Res Triangle Pk, NC 27709 USA

[2] Univ N Carolina, Dept Stat & Operat Res, Chapel Hill, NC 27599 USA

[3] Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA

来源：

SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS | 2010年 / 72卷 / 02期

关键词：

Asymptotic normality; Dose-response study; Heteroscedasticity; Hill model; M-estimation procedure; Nonlinear regression model; Toxicology; Weighted M-estimator;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Nonlinear regression models are commonly used in toxicology and pharmacology. When fitting nonlinear models for such data, one needs to pay attention to error variance structure in the model and the presence of possible outliers or influential observations. In this paper, an M-estimation based procedure is considered in heteroscedastic nonlinear regression models where the standard deviation is modeled by a nonlinear function. The methodology is illustrated using toxicological data.

引用

页码：202 / 218

页数：17

共 50 条

[1] Statistical inference in nonlinear regression under heteroscedasticity
Changwon Lim
Pranab K. Sen
Shyamal D. Peddada
Sankhya B, 2010, 72 (2) : 202 - 218
[2] STATISTICAL INFERENCE FOR AUTOREGRESSIVE MODELS UNDER HETEROSCEDASTICITY OF UNKNOWN FORM
Zhu, Ke
ANNALS OF STATISTICS, 2019, 47 (06): : 3185 - 3215
[3] Statistical Inference for a kind of Nonlinear Regression Model
Jiang, Yuying
Zhang, Yongming
SUSTAINABLE DEVELOPMENT OF NATURAL RESOURCES, PTS 1-3, 2013, 616-618 : 2149 - 2152
[4] Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity
Yeon, Hyemin
Dai, Xiongtao
Nordman, Daniel J.
ELECTRONIC JOURNAL OF STATISTICS, 2024, 18 (02): : 3590 - 3627
[5] One-stage and two-stage statistical inference under heteroscedasticity
Chen, SY
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2001, 30 (04) : 991 - 1009
[6] Testing for heteroscedasticity in nonlinear regression models
Lin, JG
Wei, BC
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2003, 32 (01) : 171 - 192
[7] Accounting for uncertainty in heteroscedasticity in nonlinear regression
Lim, Changwon
Sen, Pranab K.
Peddada, Shyamal D.
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2012, 142 (05) : 1047 - 1062
[8] Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
Cattaneo, Matias D.
Jansson, Michael
Newey, Whitney K.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2018, 113 (523) : 1350 - 1361
[9] INFERENCE FOR REPEATED MEASURES MODELS UNDER HETEROSCEDASTICITY
Weiyan MU
Xingzhong XU
JournalofSystemsScience&Complexity, 2012, 25 (06) : 1158 - 1170
[10] Inference for repeated measures models under heteroscedasticity
Weiyan Mu
Xingzhong Xu
Journal of Systems Science and Complexity, 2012, 25 : 1158 - 1170

← 1 2 3 4 5 →