In the radioimmunological assay of cortisol example, we introduced the necessity of using nonlinear regression models with heterogeneous variances, and we suggested the weighted least squares method for analyzing this particular data set (see sections 1.1.2, 1.3 and 2.4.2). This method, however, is not adequate for every situation. Whereas the radioimmunological assay of cortisol data provided many replications for each variance, some data sets only provide a few replications, and some provide none at all, as we illustrate in the examples below.
KeywordsMaximum Likelihood Estimator Maximum Likelihood Method Confidence Region Wald Statistic Nonlinear Regression Model
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