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Nonlinear regression

Nonlinear regression in statistics is the problem of fitting a model

y = f(x,\theta) + \varepsilon

to multidimensional x,y data, where f is a nonlinear function of x with parameters θ.

In general, there is no algebraic expression for the best-fitting parameters, as there is in linear regression. Usually numerical optimization algorithms are applied to determine the best-fitting parameters. There may be many local maxima of the goodness of fit , again in contrast to linear regression, in which there is usually a unique global maximum of the goodness of fit.

References

G.A.F Seber and C.J. Wild. Nonlinear Regression. New York: John Wiley and Sons, 1989.

01-04-2007 01:16:19
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