Functional Relations, Random Coefficients, and Nonlinear Regression With Application to Kinetic Data.
Yasuo Amemiya, Søren Johansen · Journal of the American Statistical Association · 1985
List of Contents.- 1. An example from physiology.- 1.1 The experiment and the data.- 1.2 The model.- 2. The general linear model.- 2.1 Independent observations with the same variance.- 2.2 Correlated observations with known covariance matrix.- 2.3 Correlated observations with unknown covariance matrix.- 2.4 The general linear model with estimated weights.- 3. The linear functional relation.- 3.1 Introduction.- 3.2 The model and the estimates.- 3.3 Comments on the model.- 3.4 Asymptotic theory.- 3.5 Asymptotic properties of the estimators.- 3.6 Asymptotic properties of the test statistics.- 3.7 Comments on the asymptotic results.- 4. Random coefficient models.- 4.1 Introduction.- 4.2 The balanced case.- 4.3 Test for the specification of the model.- 4.4 Test of hypotheses within the model.- 4.5 An analysis of the unbalanced case.- 5. Non linear regression.- 5.1 The model.- 5.2 Estimation.- 5.3 Hypothesis testing.- 5.4 Curvature.- 6. Some examples of non linear regression problems.- 7. References.- 8. Index.- Examples.- 9. Appendix.