| Abstract: | By treating the nonlinear model as if it were linear in the parameterization θ in the neighbourhood of the least squares estimate θC, two-sided nominally-q-prediction intervals can be constructed by applying the usual linear model theory. The quadratic approximation of the expected coverage of the prediction intervals is derived for a p-parameter nonlinear model. An adjustment of the nominally-q-prediction intervals is proposed. It is shown that, to the extent that quadratic approximation is adequate, the actual expected coverage of the adjusted prediction intervals is q. |
