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RE: st: basic question on nl
"Sarah Kristina Reuter" <email@example.com>
RE: st: basic question on nl
Mon, 07 Nov 2011 08:46:05 +0100
Nick and Muhammad:
Thanks for your help. I'll try to get the book you recommended
Just want to add that I was aware of the fact that there are no linear estimators in nl, so they
can't be BLUE. I was just wondering if there was an equivalent in nl to the BLUE theorem and
conditions in linear regression.
Am 6 Nov 2011 um 15:16 hat Nick Cox geschrieben:
> I partly agree with Muhammad. Most specifically, to echo what he
> says, there are no results for linear estimators, best or otherwise,
> in nonlinear least-squares models, quite simply because the
> estimators aren't linear.
> But whatever theorems there are in the literature don't buy you
> More generally, nonlinear least squares can work very well and very
> badly and not much is guaranteed. Your parameterisation, your
> starting points for estimation, and whether the model does fit at
> least roughly are important details.
> Muhammad seems to be presuming or implying that these models are
> specific to econometrics, which isn't correct. I imagine he would
> agree on reflection. They are used across science. Some of the
> fields in which they are very important include pharmacology,
> biochemistry and ecology and some of the best introductions to the
> topic I've come across are in those fields.
> Look at Amazon for books by Harvey Motulsky.
> Muhammad Anees
> BLUE has L for Linear while -nl- points to non-linear. Rest of the
> assumption should do the same job in both cases keeping basic
> econometric in mind. Non-linear estimation should also be Best,
> Unbiased and efficient estimator as a desire and need.
> On Sat, Nov 5, 2011 at 10:20 PM, Sarah Kristina Reuter
> <firstname.lastname@example.org> wrote:
> > What assumptions have to be met when performing a nonlinear least
> > (nl) regression?
> > In a linear LS-regression there are for example normally
> distributed and
> > uncorrelated errors, homoscedasticity and so on for the estimates
> to be
> > BLUE. Do the same assumtions hold in nl?
> > I've been checking some books but could find only the algorithms,
> not the
> > implicit assumptions...
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