IDEAS home Printed from https://ideas.repec.org/p/cor/louvco/1993027.html
   My bibliography  Save this paper

Model Selection and Variable Transformations in Nonlinear Regression

Author

Listed:
  • BUNKE, Olaf

    (Humboldt-Universität zu Berlin, Fachbereich Mathematik)

  • DROGE, Bernd

    (CORE, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium and Humboldt-Universität zu Berlin, Fachbereich Mathematik)

  • POLZEHL, Jörg

    (CORE, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium and Humboldt-Universität zu Berlin, Fachbereich Mathematik)

Abstract

The results of analyzing experimental data using a parametric model may heavily depend on the chosen model. In this paper we propose procedures for the adequate selection of nonlinear regression models if the intended use of the model is among the following: prediction of future values of the response variable, estimation of the unknown regression function, calibration or estimation of some parameter with a certain meaning in the corresponding field of application. The performance of the selected model is discussed, and several examples illustrate the behaviour of the procedures. Programs written in Splus for handling such problems are described as well. Moreover, we propose a procedure for selecting an appropriate nonlinear transformation of the observations which may lead to an improved accuracy.

Suggested Citation

  • BUNKE, Olaf & DROGE, Bernd & POLZEHL, Jörg, 1993. "Model Selection and Variable Transformations in Nonlinear Regression," LIDAM Discussion Papers CORE 1993027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:1993027
    as

    Download full text from publisher

    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1993.html
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cor:louvco:1993027. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Alain GILLIS (email available below). General contact details of provider: https://edirc.repec.org/data/coreebe.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.