Modelos não-lineares de regressão : alguns aspectos de teoria assintótica

AUTOR(ES)

Andréa Andrade Prudente

DATA DE PUBLICAÇÃO

2009

RESUMO

The main objective in this dissertation is to derive expressions for the second-order biases of the maximum likelihood estimators of the parameters of the Weibull generalized linear model (WGLM), which are useful to define corrected estimators. In order to reduce the bias of these estimators in finite sample sizes, the method of bias correction introduced by Cox and Snell (1968) was used. The new model adopts a link function which relates the vector of scale parameters of the Weibull distribution to a linear predictor. As a second objective, a revision of the normal non-linear models was also presented, including the method of least squares for estimating the parameters, some asymptotic results, measures of nonlinearity and diagnostic techniques, because in contrast to linear models, quality and, especially, the validity of their fits are evaluated not only by means of regression diagnostics, but also with the extent of the non-linear behavior. Finally, a brief description of generalized linear models (GLM) is given and the applicability of the model range. Real data sets were analyzed to demonstrate the applicability of the proposed models. These tests were conducted in the R environment for programming, data analysis, andgraphics.

ASSUNTO(S)

exatas e da terra análise de diagnóstico diagnostic analysis mínimos quadrados bias correction modelo de weibull least squares correção do viés modelo gama medidas de não-linearidade weibull regression model maximumlikelihood modelo não-linear normal non-linear model gamma model máxima verossimilhança biometria measures of nonlinearity

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