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Davies, Robert; Withers, Christopher; Nadarajah, Saralees

Confidence intervals in a regression with both linear and non-linear terms. (English) Zbl 1274.62213

Electron. J. Stat. 5, 603-618 (2011).
Summary: We present a simple way for calculating confidence intervals for a class of scalar functions of the parameters in least squares estimation when there are linear together with a small number of non-linear terms. We do not assume normality.

MSC:

62F25 Parametric tolerance and confidence regions

Keywords:

confidence interval; estimation; optimization; two-phase regression
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Full Text: DOI Euclid

References:

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