[R] Confindence interval for Levenberg-Marquardt fit

[Prof Brian Ripley]

On Wed, 21 Feb 2007, Michael Dondrup wrote:

> Thank you,
> sorry, I forgot to mention that nls.lm is in package minpack.lm. It's
> use is motivated by the wish of a colleague to reproduce a result from
> some publication. But if I understand you correctly, use of the methods
> implemented in nls or optim is preferred?

Yes, unless perhaps you are trying to achieve a perfect fit, when all bets 
are off for nls.

>
>
> Prof Brian Ripley wrote:
>> Well, the algorithm used does not affect the confidence interval
>> (provided it works correctly), but what is nls.ml (presumably in some
>> package you have not mentioned) and why would I want to use an
>> old-fashioned algorithm?
>>
>> You could start nls at the solution you got from nls.ml and use
>> confint() on that.
>>
>> On Wed, 21 Feb 2007, Michael Dondrup wrote:
>>
>>> Dear all,
>>> I would like to use the Levenberg-Marquardt algorithm for non-linear
>>> least-squares regression using function nls.lm. Can anybody help  me to
>>>   find a a way to compute confidence intervals on the  fitted
>>> parameters as it is possible for nls (using confint.nls, which does not
>>> work for nls.lm)?
>>>
>>> Thank you for your help
>>> Michael
>>
>>
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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