Preliminary test estimation method accounting for error variance structure in nonlinear regression models

비선형 회귀모형에서 오차의 분산에 따른 예비검정 추정방법

Yu, Hyewon;Lim, Changwon

  • Received : 2016.02.11
  • Accepted : 2016.04.25
  • Published : 2016.06.30


We use nonlinear regression models (such as the Hill Model) when we analyze data in toxicology and/or pharmacology. In nonlinear regression models an estimator of parameters and estimation of measurement about uncertainty of the estimator are influenced by the variance structure of the error. Thus, estimation methods should be different depending on whether the data are homoscedastic or heteroscedastic. However, we do not know the variance structure of the error until we actually analyze the data. Therefore, developing estimation methods robust to the variance structure of the error is an important problem. In this paper we propose a method to estimate parameters in nonlinear regression models based on a preliminary test. We define an estimator which uses either the ordinary least square estimation method or the iterative weighted least square estimation method according to the results of a simple preliminary test for the equality of the error variance. The performance of the proposed estimator is compared to those of existing estimators by simulation studies. We also compare estimation methods using real data obtained from the National Toxicology program of the United States.


dose-response study;preliminary test estimation;heteroscedasticity;toxicology;iterative weighted least square estimation


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