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U.S. Department of Energy
Office of Scientific and Technical Information

Simplified confidence intervals for an awkward nonlinear model. Technical summary report

Technical Report ·
OSTI ID:5185120
A simple method is developed for approximating confidence intervals for a linear change-point model representing residential energy consumption. The method can be applied to any nonlinear model which is conditionally linear in all but one parameter. The approximation is shown to be more accurate than the Gaussian approximation, and easier to compute than confidence intervals defined by likelihood (sum-of-squares) regions. Computations are described in some detail for the motivating model.
Research Organization:
Wisconsin Univ., Madison (USA). Mathematics Research Center
OSTI ID:
5185120
Report Number(s):
AD-A-136403/3; MRC-TSR-2601
Country of Publication:
United States
Language:
English