A New Approach to Statistical Efficiency of Weighted Least Squares Fitting Algorithms for Reparameterization of Nonlinear Regression Models
We study nonlinear least-squares problem that can be transformed to linear problem by change of variables. We derive a general formula for the statistically optimal weights and prove that the resulting linear regression gives an optimal estimate (which satisfies an analogue of the Rao–Cramer lower b...
| Main Authors: | , |
|---|---|
| Published: |
Digital Commons @ East Tennessee State University
2012
|
| Subjects: | |
| Online Access: | https://dc.etsu.edu/etsu-works/36 https://doi.org/10.1016/j.jspi.2011.11.011 |