Estimation of the reliability of parameters obtained by non-linear regression.

Four methods for estimating the reliability of parameters obtained by non-linear regression are compared. Matrix inversion demands the lest computational effort, but can be unreliable for overdetermined models. The 'jack-knife' technique was found to give results of the right magnitude, but some unexplained discrepancies suggest that this method should be used with caution. A Monte Carlo method and the method of support planes were found to be in good agreement with matrix inversion, but both involve a substantial computational investment. The method of support planes is preferred as it gives information on the degree of non-linearity of the equation which is fitted to the data.