Title

A New Approach to Statistical Efficiency of Weighted Least Squares Fitting Algorithms for Reparameterization of Nonlinear Regression Models

Document Type

Article

Publication Date

4-1-2012

Description

We study nonlinear least-squares problem that can be transformed to linear problem by change of variables. We derive a general formula for the statistically optimal weights and prove that the resulting linear regression gives an optimal estimate (which satisfies an analogue of the Rao–Cramer lower bound) in the limit of small noise.

COinS