[R] weighting in nls

[Liaw, Andy]

There seems to be some peculiarity with the weights.  If you try the
unweighted fit, it comes much closer to the answer from Prism...

Andy

> From: Robert Brown FM CEFAS 
> 
> Hi there,
> 
> this is the output from R
> 
> > 
> solb2wvb<-nls(~sqrt(novervar)*(weight-(a*(1-exp(-b*(age-c))))^
> 3),data=solb2.na.rm,start=list(a=0.85,b=0.45,c=0.48))
> > summary(solb2wvb)
> 
> Formula:  ~ sqrt(novervar) * (weight - (a * (1 - exp( - b * 
> (age - c))))^3)
> 
> Parameters:
>       Value Std. Error  t value 
> a  1.087370 0.01193090  91.1392
> b  0.151838 0.00714963  21.2372
> c -1.809770 0.13186000 -13.7250
> 
> Residual standard error: 4.41368 on 109 degrees of freedom
> 
> The output from Prism is:
> 
> von Bertalanffy	
> Best-fit values	
>      A	0.8957
>      B	0.2381
>      C	-1.358
> Std. Error	
>      A	0.002280
>      B	0.002568
>      C	0.02919
> 95% Confidence Intervals	
>      A	0.8912 to 0.9001
>      B	0.2331 to 0.2431
>      C	-1.415 to -1.300
> 
> The latter has much better visual fit and reasonable 
> residuals. Furthermore theory and practice both lead to the 
> expectation that this model should fit the data.
> 
> Incidentally, I was under the impression that with a weighted 
> nls in R the SE values were not accurate.
> 
> Finally I've attached the dataset
> 
> 
> 
> 
> -----Original Message-----
> From: Liaw, Andy [mailto:andy_liaw at merck.com]
> Sent: 27 January 2005 15:25
> To: Robert Brown FM CEFAS; r-help at stat.math.ethz.ch
> Subject: RE: [R] weighting in nls
> 
> 
> Can you show us the difference; i.e., what are the parameter 
> estimates and
> associated SEs from the two programs?  Even better, can you supply an
> example data set?
> 
> [With is `trick' for weighted nls, you need to be careful 
> with the output of
> predict().]
> 
> Andy
> 
> > From: Robert Brown FM CEFAS
> > 
> > I'm fitting nonlinear functions to some growth data but  I'm 
> > getting radically different results in R to another program 
> > (Prism). Furthermore the values from the other program give a 
> > better fit and seem more realistic.  I think there is a 
> > problem with the results from the r nls function. The 
> > differences only occur with weighted data so I think I'm 
> > making a mistake in the weighting. I'm following the 
> > procedure outlined on p 244 of MASS (or at least I'm trying to).
> > 
> > Thus, I'm using mean data with heteroscedasticity so I'm 
> > weighting by n/ variance, where the variance is well known 
> > from a large data set. This weighting factor is available as 
> > the variable 'novervar'.
> > 
> > The function is a von Bertalanffy curve of the form 
> > weight~(a*(1-exp(-b*(age-c))))^3.  Thus I'm entering the 
> > command in the form:
> > 
> > solb1wvb<-nls(~sqrt(novervar)*(weight-(a*(1-exp(-b*(age-c))))^
> > 3),data=solb1.na.rm,start=list(a=0.85,b=0.45,c=0.48))
> > 
> > Can anyone suggest what I'm doing wrong?  I seem to be 
> > folowing the instructions in MASS. I tried following the 
> > similar instructions on page 450 of the white book but these 
> > were a bit cryptic.
> > 
> > I'm using R 2.0.0 on a Windows 2000 machine
> > 
> > Regards,
> > 
> > Robert Brown
> > 
> > 
> > **************************************************************
> > *********************
> > This email and any attachments are intended for the named 
> > re...{{dropped}}
> > 
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide! 
> > http://www.R-project.org/posting-guide.html
> > 
> > 
> 
> 
> --------------------------------------------------------------
> ----------------
> Notice:  This e-mail message, together with any attachments, 
> contains information of Merck & Co., Inc. (One Merck Drive, 
> Whitehouse Station, New Jersey, USA 08889), and/or its 
> affiliates (which may be known outside the United States as 
> Merck Frosst, Merck Sharp & Dohme or MSD and in Japan, as 
> Banyu) that may be confidential, proprietary copyrighted 
> and/or legally privileged. It is intended solely for the use 
> of the individual or entity named on this message.  If you 
> are not the intended recipient, and have received this 
> message in error, please notify us immediately by reply 
> e-mail and then delete it from your system.
> --------------------------------------------------------------
> ----------------
> 
> 
> **************************************************************
> *********************
> This email and any attachments are intended for the named 
> recipient only.  Its unauthorised use, distribution, 
> disclosure, storage or copying is not permitted.  If you have 
> received it in error, please destroy all copies and notify 
> the sender.  In messages of a non-business nature, the views 
> and opinions expressed are the author's own and do not 
> necessarily reflect those of the organisation from which it 
> is sent.  All emails may be subject to monitoring.
> **************************************************************
> *********************
> 
>