AN EFFICIENT COMPUTATIONAL TECHNIQUE FOR GENERALIZED APPLICATION OF MAXIMUM-LIKELIHOOD TO IMPROVE CORRELATION OF EXPERIMENTAL-DATA

被引:17
作者
FARISS, RH
LAW, VH
机构
[1] Monsanto P and R Company, Indian Orchard, MA 01151
[2] Department of Computer Science, Tulane University, New Orleans
关键词
D O I
10.1016/0098-1354(79)80020-4
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
A practical systematic approach is presented for extending application of the maximum likelihood criterion to obtain optimum correlations of experimental data without requiring the usual very restrictive assumptions: Gaussian response error dispersion, plus pre-known error or specially structured error relationships. Two examples are described: one illustrates non-linear correlation with unknown measurement errors in both dependent and independent variables; in the other, distortion of correlation due to ahigh incidence of 'outlier' response values is virtually eliminated by use of a generalized non-Gaussian error dispersion form. © 1979.
引用
收藏
页码:95 / 104
页数:10
相关论文
共 8 条
[1]  
Fisher, On the mathematical foundations of theoretical statistics, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 222 A, (1922)
[2]  
Bard, Comparison of gradient methods for the solution of nonlinear parameter estimation problems, SIAM Journal on Numerical Analysis, 7, (1970)
[3]  
Fariss, Law, Practical tactics for overcoming difficulties in non-linear regression and equation solving, A.I.Ch.E. Meeting, Houston, Texas, (1967)
[4]  
Box, Draper, The Bayesian estimation of common parameters from several responses, Biometrika, 52, (1965)
[5]  
Jennrich, Sampson, Newton-Raphson and related algorithms for maximum likelihood variance component estimation, Technometrics, 18, (1976)
[6]  
Wilson, Vaporliquid equilibrium.—XI. A new expression for the excess free energy of mixing, J. Am. Chem. Soc., 86, (1964)
[7]  
Andrews, Bichel, Hampel, Huber, Rogers, Tukey, Robust Estimates of Location: Survey and Advances, (1972)
[8]  
Jeffreys, An alternative to the rejection of observations, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 137 A, (1932)