
Accession Number : AD0678784
Title : EXTENDED USES OF LINEARIZED NONLINEAR REGRESSION FOR RANDOMNATURE SIMULATIONS.
Descriptive Note : Themis Signal Analysis Statistics Research Program,
Corporate Author : SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS
Personal Author(s) : Walsh,John E. ; Kelleher,G. J.
Report Date : 05 SEP 1968
Pagination or Media Count : 15
Abstract : Linearized nonlinear regression (introduced in ref. 1) has substantial curvefitting capability, computational simplicity, ability to isolate and investigate effects of interest, etc. A probability model was developed that yields approximate median estimates and confidence intervals for the individual regression coefficients. This model is applicable for randomnature simulations if the simulations are statistically independent. This approach allows the outcomes for wide classes of combinations of values for simulation inputs (that specify the situation simulated) to be estimated from a moderate number of simulations. In this extension of the method, the probability model is slightly changed and approximate results with greater practical utility are developed. Median estimates, confidence intervals, and significance tests are developed for specified linear functions of the regression coefficients that are associated with the simulation inputs. Also, properties of leastsquares estimates for specified linear functions of the regression coefficients are examined. (Author)
Descriptors : (*REGRESSION ANALYSIS, SIMULATION), LEAST SQUARES METHOD, PROBABILITY, RANDOM VARIABLES, CURVE FITTING, CONFIDENCE LIMITS, NONLINEAR SYSTEMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE