TEST FOR DIFFERENCES BETWEEN -ESTIMATES OF NON-LINEAR
REGRESSION MODEL
A. M. Rubio
F. Quintana
J. Á. Víšek
Abstract: For two -estimates of the regression model (evaluated for the same data)
a test of difference between them is proposed. An asymptotic representation of
was used as a key tool for the construction of the test. If the difference
is classified as significant, it indicates that something does not correspond with
the framework under which the consistency was derived. As the conditions for
the consistency and the asymptotic normality of the estimates have a statistical
character, it may mean that for the samples of finite sizes one -function at least was
not appropriate for the given data, so that the asymptotics does not yet work. This
implies that at least one of our estimates may be rather far from the ”true” model.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -