Robust parameter estimator for non-linear growth curves.
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Authors
Lim, Lay Giok
Subjects
weighted least-squares
weighted Huber methods
mis-specified model
non-normality
robust method
weighted Huber methods
mis-specified model
non-normality
robust method
Advisors
Gaver, Donald P.
Date of Issue
1974-09
Date
September 1974
Publisher
Language
en_US
Abstract
The parameter estimation methods considered in this
thesis are the weighted Least-Squares and Weighted Huber
for some non-linear growth models. The properties of
these parameter estimators derived from simulated data
by means of (1) weighted and unweighted least-squares
and (2) weighted and unweighted Huber robust estimation
are compared. The error components of the simulated data
are long- tailed and non-normal. The performance of mis-specified
models is considered.
Type
Thesis
Description
Series/Report No
Department
Operations Research and Administrative Sciences
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
Copyright is reserved by the copyright owner