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Activity Number: 319
Type: Contributed
Date/Time: Tuesday, August 4, 2009 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Computing
Abstract - #303357
Title: Robust Inference in Conditionally Linear Nonlinear Regression Models
Author(s): Harshini Fernando*+
Companies: Purdue University North Central
Address: 1401 S US Highway 421, Westville, IN, 46391,
Keywords: conditionally linear regression models ; elliptically contoured models ; pseudo-likelihoods ; robust likelihoods
Abstract:

We consider robust methods of likelihood and frequentist inference for the nonlinear parameter (alpha), in conditionally linear nonlinear regression models. We derive closed-form expressions for robust conditional, marginal, profile and modified profile likelihood functions for alpha under elliptically contoured data distributions. Next, we develop robust exact-F confidence intervals for alpha and consider robust Fieller intervals for ratios of regression parameters in linear models. Several well-known examples are considered and Monte Carlo simulation results are presented.

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