Maximum likelihood estimation of multivariate non-linear functional relationships
Authors:
M.F. Egerton a;
P.J. Laycock a
| Affiliation: | a Institute of Science and Technology, |
DOI:
10.1080/02331887908801483
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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Abstract
The results of Dolby (1972) and Dolby and Feeeman (1975) on the estimation of an explicit non-linear functional relationship are examined for the multivariate case with Σknown up to a multiplicative constant. It is shown that in both univariate and multivariate situations the method of scoring for parameters is susceptible to major errors whenever the non-linearity implies asymmetric peaks or valleys and the data is relatively ”noisy”. Amendments to this method are proposed and demonstrated.
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| Keywords: Multivariate; non-linear, functional relationship; invalid convergence; repeated solution; replicated observations |
| view references (10) |

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