| Abstract: | By treating the nonlinear model as if it were linear in the parameterization θ in the neighbourhood of the least squares estimate θ, we construct two-sided nominally-q-prediction intervals by applying the usual linear model theory. The derivation of the truncated series expansion of the expected coverage of the prediction intervals at a feasible value of the parameter vector is described. The quadratic approximation of the expected coverage is then obtained for a two-parameter nonlinear model. Finally we show how we may construct the prediction intervals when a certain type of nonlinear transformation of the parameter vector has been applied. |
