[R] nls diagnostics?

[Spencer Graves]

Hi, Gabor:  Thanks very much.  Spencer

Gabor Grothendieck wrote:
> On Sun, May 25, 2008 at 9:32 PM, Katharine Mullen <kate at few.vu.nl> wrote:
>   
>> Dear Spencer,
>>
>> I just saw your post.
>>
>> If the singular gradient happens during or after iteration one (that is,
>> not at the initial estimates), then calling summary on the nls output
>> would give standard error estimates on the parameters useful for
>> diagnostics.  You could also call chol2inv(xx$m$Rmat())  where xx is the
>> object returned by nls to get an estimate of the inverse of the hessian;
>> you could use this estimate to proceed with the diagnostics you were
>> discussing.
>>     
>
> Try this:
>
>   
>> library(nls2)
>> DF1 <- data.frame(y=1:9, one=rep(1,9))
>> xx <- nls2(y~(a+2*b)*one, DF1, start = c(a=1, b=1), algorithm = "brute-force")
>> eigen(chol2inv(xx$m$Rmat()))
>>     
> $values
> [1] 5.070602e+31 0.000000e+00
>
> $vectors
>            [,1]       [,2]
> [1,] -0.8944272 -0.4472136
> [2,]  0.4472136 -0.8944272
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>