ASYMPTOTIC CONFIDENCE BANDS FOR GENERALIZED NONLINEAR-REGRESSION MODELS
ASYMPTOTIC CONFIDENCE BANDS FOR GENERALIZED NONLINEAR-REGRESSION MODELS
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作者：
COX, C;MA, GQ
研究了广义非线性回归模型的渐近置信带。这些是基于Scheffe的S方法的组合，连同用于通过参数的线性组合来近似平均函数的delta方法。该方法可以用于任何情况下，大样本理论可以应用于产生渐近正态估计的参数，以及一致的估计的大样本协方差矩阵。各种特殊情况的替代公式允许使用限制范围带。给出了一些例子，包括药代动力学模型，一个合法的模型与背景响应率，和参数生存模型。
Asymptotic confidence bands for generalized nonlinear regression models are developed. These are based on a combination of the S method of Scheffe, together with the delta method which is used to approximate the mean function by a linear combination of the parameters. The approach can be used in any situation where large sample theory can be applied to yield asymptotically normal estimates of the parameters, together with a consistent estimate of the large sample covariance matrix. Alternative formulations for various special cases allow the use of restricted range bands. A number of examples are given, including a pharmacokinetic model, a legit model with a background response rate, and a parametric survival model.