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Article #182Parameter Covariance Matrix in Nonlinear Regression
From: Ray Muzic
Date: Tue, 11 Aug 1992 12:43
Date: Tue, 11 Aug 1992 12:43
22 lines
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1451 bytes
I have 2 references that give different answers. I believe one of the answers is restricted to the case of a model that is linear in the parameters. However, I seem to recall that for a nonlinear model, an approximation that the model is linear about the optimum point is often employed. Does this mean the covariance of the parameter estimates may be estimated assuming the model is linear about the operating point? Any comments or pointers to references would be appreciated (especially a reference that contains derivations and formulae for this particular case). Thanks, Ray Muzic P.S. Please e-mail responses. -- * Ray Muzic, Jr., Ph.D. | "I try not to think, it slows the progress." - rfm2 * * muzic@ds2.uh.cwru.edu | Biomedical Engr, CWRU & Image Analysis Ctr, UH __o * * Voice: (216)-844-3543 | Div Nuclear Radiology, Univ Hosp of Cleveland -\<, * * Fax: (216)-844-3106 | 2074 Abington Rd, Cleveland, OH, 44106, USA....O/ O *
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Newsgroups: sci.math.stat Path: arc1-ca.pugleaf.net!sparky!uunet!zaphod.mps.ohio-state.edu!magnus.acs.ohio-state.edu!usenet.ins.cwru.edu!ds2.uh.cwru.edu!muzic From: muzic@ds2.uh.cwru.edu (Ray Muzic) Subject: Parameter Covariance Matrix in Nonlinear Regression Message-ID: <muzic.713536981@ds2.uh.cwru.edu> Sender: news@usenet.ins.cwru.edu Nntp-Posting-Host: ds2.uh.cwru.edu Organization: Case Western Reserve University, Cleveland, Ohio, (USA) Date: 11 Aug 92 12:43:01 GMT Lines: 23