[R] fitting with lm
uriel.scott at mirant.com
Tue Mar 19 20:13:56 CET 2002
You can linearize the equation y = a*x^b by applying log's to both sides:
log(y) = log(a) + b*log(x). Then get log(a) and b as the coefficients of
the linear model lm( log(y) ~ log(x) ).
> -----Original Message-----
> From: Arne Mueller [SMTP:a.mueller at icrf.icnet.uk]
> Sent: Tuesday, March 19, 2002 11:04 AM
> To: R-list
> Subject: [R] fitting with lm
> Dear All,
> I'm getting confused with the concept R uses to do regression using lm.
> I'm afmiliar with gnuplot and the build-in fit command, but couldn't get
> R's lm to work on my data.
> I know that my data follows a powerlaw or maybe an exponential function,
> and I'd like to determine the best fitting factors for the formula:
> a*x^b where b < 0.
> I've tried thge follwoing:
> s <- lm(y ~ x)
> > summary(s)
> lm(formula = y ~ x)
> Min 1Q Median 3Q Max
> -18.454 -7.577 -2.861 3.909 60.988
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 21.209171 1.431472 14.816 < 2e-16 ***
> x -0.065609 0.008799 -7.456 7.45e-12 ***
> Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
> Residual standard error: 11.87 on 145 degrees of freedom
> Multiple R-Squared: 0.2772, Adjusted R-squared: 0.2722
> F-statistic: 55.6 on 1 and 145 DF, p-value: 7.454e-12
> What has R done? I assume the formula is just a+b*x and I can get a and
> b via
> > coef(s)
> (Intercept) x
> 21.20917074 -0.06560878
> > s <- lm(y ~ a*x^b)
> Error in terms.formula(formula, data = data) :
> invalid power in formula
> I went through the formula section of the R-manual, but I realy don't
> get it.
> Finally, I'd like to have the raw data-points together with a line
> representing the function used to fit the data in a plot? How can I plot
> function, e.g. sin(x) ?
> I hope I just need a primer on this to get going.
> thanks very much for any help,
> Arne Mueller
> Biomolecular Modelling Laboratory
> Imperial Cancer Research Fund
> 44 Lincoln's Inn Fields
> London WC2A 3PX, U.K.
> phone : +44-(0)207 2693405 | fax :+44-(0)207-269-3534
> email : a.mueller at icrf.icnet.uk | http://www.bmm.icnet.uk
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