Details

Autor(en) / Beteiligte

• Kang, Gunseog
• Rawlings, John O.

Titel

MARGINAL CURVATURES FOR FUNCTIONS OF PARAMETERS IN NONLINEAR REGRESSION

Ist Teil von

• Statistica Sinica, 1998-04, Vol.8 (2), p.467-476

Ort / Verlag

Institute of Statistical Science, Academia Sinica and International Chinese Statistical Association

Erscheinungsjahr

1998

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• The marginal curvature by Clarke (1987) for individual parameters in nonlinear models not only improves the inference on each parameter but also has been found useful in experimental design for nonlinear models. In this article we develop the marginal curvature for functions of parameters. We show that, for a given reparametrization, the marginal curvatures for the transformed parameters can be computed without determining the inverse transformation. Furthermore, the marginal curvature for a function of parameters depends only on the marginal curvatures of the original parameters and on the derivatives of the function with respect to the parameters involved in that function. We also present a more efficient computing algorithm of Clarke's marginal curvature measure. The resulting expression enables us to compare Clarke's measure with other available measures.