Relative Curvature Measure for Heteroscedastic or Non Normal Nonlinear Regression

被引:0
|
作者
Daimon, Takashi [1 ]
Yoshikawa, Toshihiro [1 ]
Kobayashi, Tominori [1 ]
Goto, Masashi [2 ]
机构
[1] Univ Shizuoka, Sch Pharmaceut Sci, Dept Drug Evaluat & Informat, Suruga Ku, Shizuoka 4228526, Japan
[2] Non Profit Org Biostat Res Assoc, Osaka, Japan
关键词
Box-Cox transformation; Compartment models; Nonlinearity; TRANSFORMATIONS;
D O I
10.1080/03610920802187414
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The Bates-Watts relative curvature measure can assess the validity of the linearized approximation in nonlinear regression models. However, it is developed based on an ordinary nonlinear regression in which the observation is assumed to be homoscedastically and normally distributed. In this article, we extend the original Bates-Watts relative curvature measure to one that can be applicable to nonlinear regression with heteroscedastic or non normal data, based on the transformation-both-sides (TBS) approach. In pharmacokinetic models, a diagnostic use of their measures is illustrated. By means of a simulation experiment, the performance of the relative curvature measure for the TBS approach is evaluated.
引用
收藏
页码:193 / 207
页数:15
相关论文
共 50 条
  • [42] Forecasting and change point test for nonlinear heteroscedastic time series based on support vector regression
    Wang, HsinKai
    Guo, Meihui
    Lee, Sangyeol
    Chua, Cheng-Han
    PLOS ONE, 2022, 17 (12):
  • [43] ON A MEASURE OF LACK OF FIT IN NONLINEAR COINTEGRATING REGRESSION WITH ENDOGENEITY
    Wang, Qiying
    Zhu, Ke
    STATISTICA SINICA, 2020, 30 (01) : 371 - 396
  • [44] A nonlinear regression model based on Choquet integral with ε-measure
    Liu, H. -C.
    Lin, W. C.
    Chang, K. Y.
    Weng, W. -S.
    2007 IEEE INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT, VOLS 1-4, 2007, : 2020 - +
  • [45] Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions
    Akram Hoseinzadeh
    Mohsen Maleki
    Zahra Khodadadi
    AStA Advances in Statistical Analysis, 2021, 105 : 451 - 467
  • [46] Relative normal modes for nonlinear Hamiltonian systems
    Ortega, JP
    PROCEEDINGS OF THE ROYAL SOCIETY OF EDINBURGH SECTION A-MATHEMATICS, 2003, 133 : 665 - 704
  • [47] Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
    Zhou, Yong
    Wan, Alan T. K.
    Xie, Shangyu
    Wang, Xiaojing
    JOURNAL OF ECONOMETRICS, 2010, 159 (01) : 183 - 201
  • [48] Traditional and proposed tests of slope homogeneity for non-normal and heteroscedastic data
    Moses, Tim P.
    Klockars, Alan J.
    BRITISH JOURNAL OF MATHEMATICAL & STATISTICAL PSYCHOLOGY, 2012, 65 (03): : 402 - 426
  • [49] Robust control chart for nonlinear conditionally heteroscedastic time series based on Huber support vector regression
    Kim, Chang Kyeom
    Yoon, Min Hyeok
    Lee, Sangyeol
    PLOS ONE, 2024, 19 (02):
  • [50] Non perturbative construction of invariant measure through confinement by curvature
    Cruzeiro, AB
    Malliavin, P
    JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 1998, 77 (06): : 527 - 537