几类非线性回归模型的LS估计与非线性度量

研究了一类推广的非线性回归模型的最小二乘估计,证明了其收敛性,并推广到不满足高斯–马尔可夫条件的情形。研讨了几类特殊的部分非线性回归模型的参数估计及非线性程度度量,探讨了参数最小二乘估计求法中迭代初值的选取,提出了改进方向。

The LSE and measure of non-linearity of some special nonlinear model

First, the least squares estimator with extend case is studied, and its convergence is proven. Second, the mode to non Gauss-Markov condition is extended. The estimate property of a more generalized separated nonlinear model is discussed. At last, the method of iterative initial value selection are studied, and a new trend for the method to measure the model’s non-linearity is given.