Robust Estimation of a Linearized Nonlinear Regression Model with Heteroscedastic Errors:A Simulation Study
A simulation study is used to examine the robustness of some estimators on a linearized nonlinear regression model with heteroscedastic errors, namely the Linearized Ordinary Least Squares (LOLS), Transformed Generalized Least Squares (TGLS) , Linearized Reweighted Least Squares (LRLS) and Transfor...
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| Format: | Article |
| Language: | English English |
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Universiti Putra Malaysia Press
1998
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| Online Access: | http://psasir.upm.edu.my/id/eprint/3440/1/Robust_Estimation_of_a_Linearized_Nonlinear_Regression_Model.pdf |