[R] nls, gnls, starting values, and covariance matrix
Spencer Graves
spencer.graves at pdf.com
Sat Apr 19 22:29:51 CEST 2003
I'm not familiar with gnls, but Bates and Watts (1988, Nonlinear
Regression Analysis and Its Applications, Wiley, esp. pp. 256-259)
establish that changing the way a problem is parameterized can have a
major impact on numerical stability and on the adequacy of approximate
normal theory for confidence intervals, etc.
If you let a0 = c0+c1 and b0 = c0-c1, then your model can be
rewritten as follows:
Y ~ c0 + log(exp(c1-a1*X)+exp(-c1-b1*X))
hth, spencer graves
Thomas W Blackwell wrote:
> Simon -
>
> There's a symmetry in the model you are fitting, and the error
> message returned sounds to me as though it is referring to that.
>
> Could you try a model formula of the form
>
> Y ~ a0 + log(exp(-c0-a1*X) + exp(+c0-b1*X))
>
> Maybe you will need to make the two slopes identifiable in much
> the same fashion that I've done for the two intercepts, in order
> to get it to work. Or maybe not. I'll leave that up to you.
>
> HTH - tom blackwell - u michigan medical school - ann arbor -
>
> On Sat, 19 Apr 2003 sdfrost at ucsd.edu wrote:
>
>
>>Dear R-Help,
>>
>>I'm trying to fit a model of the following form using gnls. I've fitted it
>>using nlsList with the following syntax:
>>
>>nlsList(Y~log(exp(a0-a1*X)+exp(b0-b1*X))|K,start=list
>>(a0=6,a1=0.2,b0=4.5,b1=0.001),data=data.frame(Y=y,X=X,K=k)))
>>
>>which works just fine:
>>
>><snip>
>>
>>Coefficients:
>> a0 a1 b0 b1
>> 1 5.459381 0.5006811 5.137458 -0.0040548687
>> 2 5.761496 0.1716723 6.359151 -0.0022802595
>> 3 5.683510 0.5436838 5.906742 -0.0007788076
>> 4 6.225745 0.2807003 5.875803 -0.0008351051
>> 5 6.558350 0.1388707 5.071080 0.0014594212
>> 6 5.483639 0.2757080 2.406683 -0.0003282243
>> 7 5.746064 0.4354105 5.883882 -0.0002577279
>> 8 5.448679 0.3385350 2.851571 0.0011627360
>> 9 5.259762 0.5654369 5.498967 0.0015381718
>>10 6.546022 0.8008781 4.913085 0.0051150166
>>12 5.602982 1.1538595 5.008253 -0.0006087786
>>13 6.452605 0.1752357 6.229393 0.0007899073
>>15 5.937199 0.2214811 4.980386 0.0081102533
>>16 5.998689 0.2925840 6.077816 0.0062388250
>>
>>However, I'd like to be able to fit the model using gnls. The format is a
>>little different, but I get an error when I use the following syntax:
>>
>>gnls(Y~log(exp(a0-a1*X)+exp(b0-b1*X)),params=a0+a1+b0+b1~K,start=list(rep(c
>>(6.02,0.2,4.5,0.001),16)),data=data.frame(Y=y,X=x,K=k),control=list
>>(msVerbose=TRUE,apVar=FALSE,returnObject=TRUE))
>>
>>Error in gnls(Y ~ log(exp(a0 - a1 * X) + exp(b0 - b1 * X)), params = a0 + :
>> Approx. covariance matrix for parameter estimates not of full rank
>>
>>I assume that I'm getting the format of my starting values wrong. Any
>>suggestions would be greatly appreciated.
>>
>>Best wishes
>>Simon
>
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
More information about the R-help
mailing list