Confidence Curves in Nonlinear Regression

Abstract

Standard Wald confidence regions for parameters in a normal nonlinear regression model often fail to capture accurately the uncertainty of estimation as reflected by the corresponding profile log-likelihood. We present a graphical method, along with a stable computational algorithm, for inference on scalar parameters in a nonlinear regression model.

Key Words:

• Graphics
• Likelihood confidence regions
• Nonlinear least squares
• Normal curvature
• Wald confidence regions