Residual Variance and Residual Pattern in Nonlinear Regression
非线性回归中的残差方差与残差模式
A nonparametric estimator of residual variance in nonlinear regression is proposed. It is based on local linear fitting. Asymptotically the estimator has a small bias, but a larger variance compared with the parametric estimator in linear regression. Finite sample properties are investigated in a simulation study, including a comparison with other nonparametric estimators. The method is also useful for spotting heteroscedasticity and outliers in the residuals at an early…