Confidence Interval Estimation in Non-Linear Regression

Abstract

SUMMARY In a recent paper, E. J. Williams presents a procedure for obtaining what are described as fiducial intervals and regions for the non-linear parameters in non-linear regression. The linear parameters are not included in the regions which are developed and the class of non-linear regression functions for which his results hold is not clearly delineated. In this paper, it is shown how some results from standard regression theory can be used to discuss these points; the discussion also implies that the intervals and regions described by Williams are confidence intervals and regions.