Robust Estimation and Tests for Parameters of Some Nonlinear Regression Models

Author:

Liu PengfeiORCID,Zhang MengchenORCID,Zhang Ru,Zhou Qin

Abstract

This paper uses the median-of-means (MOM) method to estimate the parameters of the nonlinear regression models and proves the consistency and asymptotic normality of the MOM estimator. Especially when there are outliers, the MOM estimator is more robust than nonlinear least squares (NLS) estimator and empirical likelihood (EL) estimator. On this basis, we propose hypothesis testing Statistics for the parameters of the nonlinear regression models using empirical likelihood method, and the simulation performance shows the superiority of MOM estimator. We apply the MOM method to analyze the top 50 data of GDP of China in 2019. The result shows that MOM method is more feasible than NLS estimator and EL estimator.

Funder

National Natural Science Foundation of China

Publisher

MDPI AG

Subject

General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)

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