[R] nonlinear least squares, multiresponse
Douglas Bates
bates at stat.wisc.edu
Wed Apr 24 19:57:02 CEST 2002
Sophie Smout <scs10 at st-andrews.ac.uk> writes:
> I'm trying to fit a model to solve a biological problem.
> There are multiple independent variables, and also there are multiple
> responses.
> Each response is a function of all the independent variables, plus a set of
> parameters. All the responses depend on the same variables and parameters -
> just the form of the function changes to define each seperate response.
> Any ideas how I can fit parameters to my data?
> nls, as I understand it, will work for multiple independent variables, but
> not multiple responses.
The Box-Draper criterion for multiresponse parameter estimation is
discussed in chapter 4 of Bates and Watts, "Nonlinear Regression
Analysis and Its Applications" (Wiley, 1988). There is even a
detailed explanation there of a generalized Gauss-Newton algorithm to
optimize the criterion. We did not implement that in the nls function
for R and, given the state of my "To Do" list, it is not likely to
happen soon.
If a skilled and energetic R/C programmer would like to undertake this
project I would be happy to provide advice on how it could be
implemented.
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
More information about the R-help
mailing list