Estimation in the partially nonlinear model by continuous optimization
JOURNAL OF APPLIED STATISTICS, cilt.48, sa.13-15, ss.2826-2846, 2021 (SCI-Expanded, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 48 Sayı: 13-15
- Basım Tarihi: 2021
- Doi Numarası: 10.1080/02664763.2020.1864816
- Dergi Adı: JOURNAL OF APPLIED STATISTICS
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, ABI/INFORM, Aerospace Database, Business Source Elite, Business Source Premier, CAB Abstracts, Veterinary Science Database, zbMATH
- Sayfa Sayıları: ss.2826-2846
- Anahtar Kelimeler: Nonlinear model, nonparametric regression, estimation, B-spline, continuous optimization, FINANCE
- Marmara Üniversitesi Adresli: Evet
Özet
A useful model for data analysis is the partially nonlinear model where response variable is represented as the sum of a nonparametric and a parametric component. In this study, we propose a new procedure for estimating the parameters in the partially nonlinear models. Therefore, we consider penalized profile nonlinear least square problem where nonparametric components are expressed as a B-spline basis function, and then estimation problem is expressed in terms of conic quadratic programming which is a continuous optimization problem and solved interior point method. An application study is conducted to evaluate the performance of the proposed method by considering some well-known performance measures. The results are compared against parametric nonlinear model.