The Effects of Nonlinearity in Regression Models. Part 2: A Function Describing Nonlinearity.
Technical summary rept.,
WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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In a previous paper Draper and Shaw, 1973, the authors provided a way of assessing nonlinearity in nonlinear estimation problems with n observations and p parameters via a function F barp,n-p, 1-alpha. This function measured the average deviation from linearity around the usual linearized 1-alpha F barp,n-p, a-alpha as a function of Fp,n-p,1-alpha, and demonstrate that the coefficients convey, in an intuitively sensible manner, information about the nonlinearity of the model. Modified author abstract
- Statistics and Probability