Abstract:
In parameter estimation many models are nonlinear ones.The classical method dealing with these nonlinear models is linear approximation using the approximate value of parameter.Due to the fact that the difference of non-linearity between different nonlinear models, some nonlinear model can be linear approximation and the others can be not has been understand, the theory of parameter estimation for nonlinear model has been studied in many papers.But none studies the estimation of the unit weight variance in parameter estimation for nonlinear model.In parameter estimation for nonlinear model, how to estimate the unit weight variance? This paper specially studies the problem.At first this paper gives the expanded formula expectations, and variance of residuals.Then according to the theoretical relationship of residuals and their expectation and their variance, the formula of the unit weight variance in parameter estimation for nonlinear model is presented.At last we give an example to explain how to use the formula.