A profile-based approach to parametric sensitivity in multiresponse regression models

Computational Statistics and Data Analysis

Volumn 45, Issue 4, 2004, Pages 721-740

  Sulieman, H ^a   McLellan, P J ^b   Bacon, D W ^b  

^a AMERICAN UNIVERSITY OF SHARJAH   (United Arab Emirates)

^b QUEEN S UNIVERSITY   (Canada)

Author keywords

Box Draper estimation; Multiresponse regression; Parameter uncertainties; Profile based sensitivity; Sensitivity coefficient

Indexed keywords

COMPUTER SIMULATION; NONLINEAR EQUATIONS; PARAMETER ESTIMATION; SENSITIVITY ANALYSIS; VECTORS;

MULTIRESPONSE PARAMETER ESTIMATION; PARAMETRIC SENSITIVITY; PROFILE BASED SENSITIVITY; VECTOR VALUED MEASUREMENTS;

REGRESSION ANALYSIS;

NUMERICAL METHOD;

EID: 16544383372     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(03)00086-0     Document Type: Article

References (21)

1. Bates D.M. Watts D.G. A multi-response Gauss-Newton algorithm Comm. Statist. Simulation Comput. 13 5 1984 705-715
2. Bates D.M. Watts D.G. A generalized Gauss-Newton procedure for multi-response parameter estimation SIAM J. Sci. Statist. Comput. 7 1 1987 49-55
3. Bates D.M. Watts D.G. Nonlinear Regression Analysis and Its Applications 1988 Wiley New York
4. Biegler L.T. Tjoa I.B. Simultaneous solution and optimization strategies for parameter estimation of differential-algebraic equation systems Ind. Eng. Chem. Res. 30 1991 376-385
5. Biegler L.T. Damiano J.J. Blau G.E. Nonlinear parameter estimation: A case study comparison A.I.Ch.E. J. 32 1 1986 29-45
6. Box G.E.P. Hunter W.G. MacGregor J.F. Erjavec J. Some problems associated with the analysis of multiresponse data Technometrics 15 1 1973 33-51
7. Box G.E.P. Draper N. The Bayesian estimation of common parameters from several responses Biometrika 52 1965 355-365
8. Dunker A.M. Efficient calculation of sensitivity coefficients for complex atmospheric models Atmos. Environ. 15 1981 1155-1161
9. Fedorov V.V. Theory of Optimal Experiments 1972 Academic Press New York
10. Feehery W.F. Tolsma J.E. Barton P.I. Efficient sensitivity analysis of large-scale differential-algebraic systems Appl. Numer. Math. 25 1997 41-54
11. Guay M. McLean D.D. Optimization and sensitivity analysis for multiresponse parameter estimation in systems of ordinary differential equations Comput. Chem. Eng. 19 12 1995 1271-1285
12. Kang G. Bates D.M. Approximate inferences in multiresponse regression analysis Biometrika 77 1990 321-331
13. Kramer M.A. Leis J.R. Simultaneous solution and sensitivity analysis of ODE systems ACM Trans. Math. Software 14 1988 45-60
14. Maly T. Petzold L.R. Numerical methods and software for sensitivity analysis of differential-algebraic systems Appl. Numer. Math. 20 1996 57-79
15. McLean D.D. Pritchard D.J. Bacon D.W. Downie J. Singularities in multiresponse modelling Technometrics 21 3 1979 291-298
16. Seber G.A.F. Wild C.J. Nonlinear Regression 1989 Wiley New York
17. Sulieman, H., 1998. Parametric sensitivity analysis in nonlinear regression. Ph.D Thesis, Queen's University, Kingston, Canada.
18. Sulieman H. McLellan P.J. Bacon D.W. A profile-based approach to parametric sensitivity analysis of nonlinear regression models Technometrics 43 4 2001 425-433
19. Tomović R. Vukobratović M. General Sensitivity Theory 1972 Elsevier New York
20. Turanyi T. Sensitivity analysis of complex kinetic systems. Tools and applications J. Math. Chem. 5 1990 203-248
21. Vassiliadis V.S. Canto E.B. Banga J.R. Second-order sensitivities of general dynamic systems with application to optimal control problems Chem. Eng. Sci. 54 1999 3851-3860