Relative Curvature Measure for Heteroscedastic or Non Normal Nonlinear Regression

Author: Daimon Takashi  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.38, Iss.2, 2009-01, pp. : 193-207

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Abstract

The Bates-Watts relative curvature measure can assess the validity of the linearized approximation in nonlinear regression models. However, it is developed based on an ordinary nonlinear regression in which the observation is assumed to be homoscedastically and normally distributed. In this article, we extend the original Bates-Watts relative curvature measure to one that can be applicable to nonlinear regression with heteroscedastic or non normal data, based on the transformation-both-sides (TBS) approach. In pharmacokinetic models, a diagnostic use of their measures is illustrated. By means of a simulation experiment, the performance of the relative curvature measure for the TBS approach is evaluated.