(p,q)-prediction intervals in a nonlinear regression model

L.M. CHI AND A.H. POOI

Research Report No. 3/2002

Abstract

This report is concerned with the prediction intervals of $q$-content at confidence level $p$ in nonlinear models. The prediction intervals are obtained by assuming that the nonlinear model is approximately linear in the neighbourhood of the least squares estimate of the parameter vector.

The quadratic approximation of the confidence level of the prediction intervals is derived for the two-parameter nonlinear models.