The Effect of Aggregation in Nonlinear Regression.

Abstract

It is often convenient to apply a nonlinear model developed for a single unit to data representing the average response for several units. The relationship between the parameters of the aggregate model and those of the individual units is investigated in a geometrical framework, for a general nonlinear model. The aggregation effect derived is closely related to the bias in nonlinear estimation, as given by Box. Unlike the bias, however, the aggregation effect may be of comparable magnitude to the standard error of the estimates. The theoretical results derived are verified empirically in an application to a model of residential energy consumption. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1984
Accession Number
ADA141728

Entities

People

  • M. L. Goldberg

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Coefficients
  • Computations
  • Coordinate Systems
  • Curvature
  • Data Science
  • Data Sets
  • Dispersions
  • Energy Consumption
  • Environmental Management
  • Equations
  • Geometry
  • Mathematics
  • New Jersey
  • Nonlinear Dynamics
  • Probability Density Functions
  • Statistical Algorithms
  • United States

Fields of Study

  • Mathematics

Readers

  • Industrial Economics
  • Statistical inference.
  • Structural Dynamics.