A novel perspective for parameter estimation of seemingly unrelated nonlinear regression


TÜRKŞEN Ö.

JOURNAL OF APPLIED STATISTICS, cilt.48, sa.13-15, ss.2326-2347, 2021 (SCI-Expanded) identifier identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 48 Sayı: 13-15
  • Basım Tarihi: 2021
  • Doi Numarası: 10.1080/02664763.2021.1877638
  • 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.2326-2347
  • Anahtar Kelimeler: Nonlinear regression, seemingly unrelated nonlinear regression (SUNR), parameter estimation, multi-objective optimization, soft computing
  • Ankara Üniversitesi Adresli: Evet

Özet

Nonlinear regression is commonly used as a modeling tool to get a functional form between inputs and response variables when the inputs and the responses have a nonlinear relationship. It should be better to compose the predicted nonlinear models with considering correlation between the responses for multi-response data sets. For this purpose, seemingly unrelated nonlinear regression (SUNR) have been widely used in the literature. The parameter estimation procedure of the SUNR is based on nonlinear least squares (NLS) method, based on L (2)-norm. However, it is possible to use different norms for parameter estimation process. The novelty of this study is presenting the applicability of least absolute deviation (LAD) method, defined in L (1)-norm, with the NLS method simultaneously for obtaining parameter estimates of the SUNR model in a multi objective perspective. In this study, the proposed multi-objective SUNR model is called MO-SUNR. The optimization of the MO-SUNR model is achieved by using soft computing methods. Two data set examples are given for application purposes of the MO-SUNR model. It is seen from the results that the MO-SUNR provides many alternatively usable compromise parameter estimates through the simultaneous evaluation of the LAD and the NLS methods.