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"Non-linear Estimation" is a handbook for the practical statistician or modeller interested in fitting and interpreting non-linear models with the aid of a computer. A major theme of the book is the use of "stable parameter systems"; these provide rapid convergence of optimization algorithms, more reliable dispersion matrices and confidence regions for parameters, and easier comparison of rival models. The book provides insights into why some models are difficult to fit, how to combine fits over different data sets, how to improve data collection to reduce prediction variance, and how to program particular models to handle a full range of data sets. The book combines an algebraic, a geometric and a computational approach, and is illustrated with practical examples. A final chapter shows how this approach is implemented in the author's Maximum Likelihood Programme, MLP.
This book serves as a practical guide for statisticians and modelers seeking to fit and interpret non-linear models using computational tools. It emphasizes the utility of 'stable parameter systems' for enhancing the convergence of optimization algorithms, improving the reliability of dispersion matrices and parameter confidence regions, and facilitating the comparison of competing models. The text offers insights into challenges in model fitting, methods for combining fits across datasets, strategies for optimizing data collection to reduce prediction variance, and techniques for programming specific models to manage diverse datasets.
The book is presented as a handbook for practical statisticians and modelers, suggesting it aims to provide actionable techniques for working with non-linear models. The emphasis on 'stable parameter systems' indicates a focus on computational efficiency and reliability in statistical analysis. The inclusion of practical examples and a demonstration of a specific software program implies a hands-on, applied approach to the subject matter.
Page Count:
189
Publication Date:
1990-01-01
Publisher:
Springer Verlag
ISBN-10:
3540972781
ISBN-13:
9783540972785
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