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Toward the Notion of Intrinsically Linear Models in Nonlinear Regression
Siberian Advances in Mathematics Pub Date : 2019-08-28 , DOI: 10.3103/s1055134419030064
Yu. Yu. Linke , I. S. Borisov

We discuss a refinement of the notion of intrinsical linearity of nonlinear regression models. We show that some known nonlinear regression models satisfy this definition. This fact allows us to find the shortest way to construct consistent (or asymptotically normal) estimators for the parameters of such models. Moreover, we show that one of the known previous interpretations of this notion may lead to inconsistent estimation procedures.

中文翻译:

非线性回归中本征线性模型的概念

我们讨论了非线性回归模型的内在线性概念的细化。我们表明,一些已知的非线性回归模型满足此定义。这一事实使我们找到了构造此类模型参数的一致(或渐近正态)估计量的最短方法。此外,我们表明,对该概念的先前已知解释之一可能会导致估算程序不一致。
更新日期:2019-08-28
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