Numerical Techniques of Nonlinear Regression Model Estimation

Abstract

The literature on numerical methods for fitting nonlinear regression model has grown enormously in the fast five decades. An important phase in nonlinear regression problems is the exploration of the relation between the independent and dependent variables. A largely unexplored area of research in nonlinear regression models concerns the finite sample properties of nonlinear parameters. The main object of this research study is to propose some nonlinear methods of estimation of nonlinear regression models, namely Newton-Raphson method, Gauss-Newton method, Method of scoring, Quadratic Hill-Climbing and Conjugate Gradient methods. In 2005, G.E. Hovland et al (see [5]). In his research article, presented a parameter estimation of physical time-varying parameters for combined-cycle power plant models. B. Mahaboob et al. (see [6]), in their research paper, proposed some computational methods based on numerical analysis to estimate the parameters of nonlinear regression model. S.J. Juliear et al. (see [7]), in their research paper, developed the method of unscented transformation (UT) to propagate mean and covariance information through nonlinear transformations.