Discussiones Mathematicae Probability and Statistics 25(1) (2005) 115-133

WEAKLY NONLINEAR REGRESSION MODEL WITH CONSTRAINTS I: NONLINEAR HYPOTHESIS

Lubomír Kubácek

Department of Mathematical Analysis and Applied Mathematics,
Faculty of Science, Palacký Univesity,
Tomkova 40, CZ-779 00 Olomouc

Eva Tesaríková

Department of Algebra and Geometry,
Faculty of Science, Palacký Univesity
Tomkova 40, CZ-779 00 Olomouc

Abstract

The problem considered is under which conditions in weakly nonlinear regression model with constraints I a weakly nonlinear hypothesis can be tested by linear methods. The aim of the paper is to find a region around the approximate value of the regression parameter with the following property. If we are certain that the actual value of the regression parameter is in this region, then the linear method of testing can be used without any significant deterioration of the inference.

Keywords: regression model with constraints, nonlinear hypothesis, linearization.

2000 Mathematics Subject Classification: 62F03, 62J05.

References

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Received 27 April 2005