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An Empirical Study of Jackknife-Constructed Confidence Regions in Nonlinear Regression

 

作者: GeorgeT. Duncan,  

 

期刊: Technometrics  （Taylor Available online 1978）
卷期: Volume 20, issue 2  

页码: 123-129

 

ISSN:0040-1706

 

年代: 1978

 

DOI:10.1080/00401706.1978.10489636

 

出版商: Taylor & Francis Group

 

关键词: Estimation;Monte Carlo;Least squares;Jack knife;Nonlinear regression;Confidence regions

 

数据来源: Taylor

 

摘要:

A jack knife procedure for constructing confidence regions in nonlinear regression is examined using Monte Carlo simulation. The jack knife promises to be asymptotically double-edged, being both independent of linearizing approximations to the regression surface and insensitive to specification of the error distribution. For moderate sample sizes the jack knife cannot be trusted in establishing joint confidence regions.

 

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