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Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach

Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach

Abstract The exact density distribution of the nonā€linear least squares estimator in the oneā€parameter regression model is derived in closed form and expressed through the cumulative distribution function of the standard normal variable. Several proposals to generalize this result are discussed. The exact density is extended to the estimating equation ā€¦