Geodesic
Linearized regression model with constraints of type II
Applications of Mathematics, Tome 48 (2003) no. 3, pp. 175-191

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A linearization of the nonlinear regression model causes a bias in estimators of model parameters. It can be eliminated, e.g., either by a proper choice of the point where the model is developed into the Taylor series or by quadratic corrections of linear estimators. The aim of the paper is to obtain formulae for biases and variances of estimators in linearized models and also for corrected estimators.
DOI : 10.1023/A:1026050312419
Classification : 62F10, 62J02, 62J05
Keywords: nonlinear regression model; linearization; constraints of type II 
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     author = {Kub\'a\v{c}ek, Lubom{\'\i}r},
     title = {Linearized regression model with constraints of type {II}},
     journal = {Applications of Mathematics},
     pages = {175--191},
     publisher = {mathdoc},
     volume = {48},
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     doi = {10.1023/A:1026050312419},
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     zbl = {1099.62522},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1023/A:1026050312419/}
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Kubáček, Lubomír. Linearized regression model with constraints of type II. Applications of Mathematics, Tome 48 (2003) no. 3, pp. 175-191. doi: 10.1023/A:1026050312419

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