Nonlinear Regression - Regression Statistics

Regression Statistics

The assumption underlying this procedure is that the model can be approximated by a linear function.

where . It follows from this that the least squares estimators are given by

The nonlinear regression statistics are computed and used as in linear regression statistics, but using J in place of X in the formulas. The linear approximation introduces bias into the statistics. Therefore more caution than usual is required in interpreting statistics derived from a nonlinear model.

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