Nonlinear Split-Plot Design Model in Parameters Estimation using Estimated Generalized Least Square - Maximum Likelihood Estimation

This research aimed to provide a theoretical framework for intrinsically nonlinear models with two additive error terms. To achieve this, an iterative Gauss-Newton via Taylor Series expansion procedures for Estimated Generalized Least Square (EGLS) technique was adopted. This technique was applied i...

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Main Authors: Ikwuoche John David, Osebekwin Ebenenzer Asiribo, Hussain Garba Dikko
Format: Article
Language:English
Published: Bina Nusantara University 2018-12-01
Series:ComTech
Subjects:
Online Access:https://journal.binus.ac.id/index.php/comtech/article/view/4703
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author Ikwuoche John David
Osebekwin Ebenenzer Asiribo
Hussain Garba Dikko
author_facet Ikwuoche John David
Osebekwin Ebenenzer Asiribo
Hussain Garba Dikko
author_sort Ikwuoche John David
collection DOAJ
description This research aimed to provide a theoretical framework for intrinsically nonlinear models with two additive error terms. To achieve this, an iterative Gauss-Newton via Taylor Series expansion procedures for Estimated Generalized Least Square (EGLS) technique was adopted. This technique was applied in estimating the parameters of an intrinsically nonlinear split-plot design model where the variance components were unknown. The unknown variance components were estimated via Maximum Likelihood Estimation (MLE) method. To achieve the numerical stability in the iterative process of estimating the parameters, Householder QR decomposition was used. The results show that EGLS method presented in this research is available and applicable to estimate linear fixed, random, and mixed-effect models. However, in practical situations, the functional form of the mean in the model is often nonlinear due to the dynamics involved in the system process.
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spelling doaj.art-af2fd41a898a474e86fb8c4f7363b3352023-09-02T06:37:36ZengBina Nusantara UniversityComTech2087-12442476-907X2018-12-0192657110.21512/comtech.v9i2.47033417Nonlinear Split-Plot Design Model in Parameters Estimation using Estimated Generalized Least Square - Maximum Likelihood EstimationIkwuoche John David0Osebekwin Ebenenzer Asiribo1Hussain Garba Dikko2Ahmadu Bello University, Zaria.Ahmadu Bello University, Zaria.Ahmadu Bello University, Zaria.This research aimed to provide a theoretical framework for intrinsically nonlinear models with two additive error terms. To achieve this, an iterative Gauss-Newton via Taylor Series expansion procedures for Estimated Generalized Least Square (EGLS) technique was adopted. This technique was applied in estimating the parameters of an intrinsically nonlinear split-plot design model where the variance components were unknown. The unknown variance components were estimated via Maximum Likelihood Estimation (MLE) method. To achieve the numerical stability in the iterative process of estimating the parameters, Householder QR decomposition was used. The results show that EGLS method presented in this research is available and applicable to estimate linear fixed, random, and mixed-effect models. However, in practical situations, the functional form of the mean in the model is often nonlinear due to the dynamics involved in the system process.https://journal.binus.ac.id/index.php/comtech/article/view/4703split-plot design, parameters estimation, estimated generalized least square, maximum likelihood estimation
spellingShingle Ikwuoche John David
Osebekwin Ebenenzer Asiribo
Hussain Garba Dikko
Nonlinear Split-Plot Design Model in Parameters Estimation using Estimated Generalized Least Square - Maximum Likelihood Estimation
ComTech
split-plot design, parameters estimation, estimated generalized least square, maximum likelihood estimation
title Nonlinear Split-Plot Design Model in Parameters Estimation using Estimated Generalized Least Square - Maximum Likelihood Estimation
title_full Nonlinear Split-Plot Design Model in Parameters Estimation using Estimated Generalized Least Square - Maximum Likelihood Estimation
title_fullStr Nonlinear Split-Plot Design Model in Parameters Estimation using Estimated Generalized Least Square - Maximum Likelihood Estimation
title_full_unstemmed Nonlinear Split-Plot Design Model in Parameters Estimation using Estimated Generalized Least Square - Maximum Likelihood Estimation
title_short Nonlinear Split-Plot Design Model in Parameters Estimation using Estimated Generalized Least Square - Maximum Likelihood Estimation
title_sort nonlinear split plot design model in parameters estimation using estimated generalized least square maximum likelihood estimation
topic split-plot design, parameters estimation, estimated generalized least square, maximum likelihood estimation
url https://journal.binus.ac.id/index.php/comtech/article/view/4703
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AT osebekwinebenenzerasiribo nonlinearsplitplotdesignmodelinparametersestimationusingestimatedgeneralizedleastsquaremaximumlikelihoodestimation
AT hussaingarbadikko nonlinearsplitplotdesignmodelinparametersestimationusingestimatedgeneralizedleastsquaremaximumlikelihoodestimation