ÖLÇÜM HATALI LiNEER OLMAYAN MODELLER ve EN KÜÇÜK KARELER KESTİRİMİ

Öz

Bu çalışmada, ve için gözlemleri yapıldığında, ölçüm hatalı lineer olmayan Y=f(x; ) fonksiyonel ilişkisine sahip regresiyon modelinin parametreleri hata vektörünün sıfır ortalamaya ve pozitif tanımlı singuler olmayan kovaryans hata matrisi ile normal dağılıma sahip olduğunu kabul ederek hata matrisinin bilindiği veya bilinmediği durumlarda ’nin tamamen türeve dayalı en küçük kareler kestirimi incelenmiştir.

Anahtar Kelimeler

• En küçük kareler,kestirim,lineer olmama,ölçüm hastalı modeller

The Nonlinear Models with Measurement Error and Least Squares Estimation

Abstract

In this study , it has been purposed to estimate parameters of nonlineer regression model Y=f(x; ) with functional relationships, where Yt and Xt are both subject to measurement error , when we consider observe ( Yt , Xt ) for and there for it is assumed that the error vector has zero mean value and covariance error matrix with normal distibuted , that is positive defined and nonsinguler . In cases whether covariance error matrix known or unknown, we give least squares estimation about that depend on diferantation .

Keywords

• Least Squares,Estimaton,Non Linear,Measurement Error Models

Kaynakça

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