Publication details
Factors influencing the use of weighting function
| Authors | |
|---|---|
| Year of publication | 2013 |
| Type | Article in Proceedings |
| Conference | Financial Mathematics in Practice II, Book of short papers |
| MU Faculty or unit | |
| Citation | |
| Field | Applied statistics, operation research |
| Keywords | exponential regression model; weighting function; relative improvement of residual sum of squares; simulation study |
| Description | In this paper we deal with an exponential regression model, which can be moved to a linear domain by a suitable transformation. We describe two problems originating from this transformation and show how it is eliminated by the weighting function. We recommend to use the weighting function repeatedly. Effect of weighting function is assessed by a relative improvement in the residual sum of squares. Using simulations, we study the influence of selected factors on the suitability of the weighting function. |