[R] nls, nlrq, and box-cox transformation

[Philippe Grosjean]

>> You suggest the solution yourself: transform the equation to have all
>> parameters at the right, thus:
>>
>> y ~ ((b0 + b1 * x) * t + 1) ^ 1/t
>>

>Bit this is still not correct, since the transformation changes
>the scale of the variance, and lesat squares will not be correct.
>There is needed a factor (the jacobian) to compensate for this,

>Kjetil Halvorsen

OK, sorry you are correct: one would need also to calculate residuals as
(y - ymodel)^2*t instead of (y - ymodel)^2 in the case of nls. This effects
also nlrq, although in a somewhat reduced manner.

Best,

Philippe Grosjean