On the Polynomial Functional Relationship
Lai Kwan Chan, Tak K. Mak · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1985
SUMMARY A method for obtaining consistent estimators of the coefficients in a polynomial functional relationship model with normal errors is proposed when the error covariance matrix is either completely known or known up to a proportionality factor. For quadratic functional relationships with possibly non-normal errors, we present a consistent estimator when the error covariance matrix is known. A large sample test of the quadratic against the linear functional relationship is also suggested in this case.