[R] Constrained non linear regression using ML
Gabor Grothendieck
ggrothendieck at gmail.com
Wed Mar 17 13:05:31 CET 2010
Try it anyways -- maybe none of your constraints are active.
On Wed, Mar 17, 2010 at 6:01 AM, Corrado <ct529 at york.ac.uk> wrote:
> Dear Gabor, dear R users,
>
> I had already read the betareg documentation. As far as I can understand
> from the help, it does not allow for constrained regression.
>
> Regards
>
>
> Gabor Grothendieck wrote:
>>
>> Check out the betareg package.
>>
>> On Tue, Mar 16, 2010 at 2:58 PM, Corrado <ct529 at york.ac.uk> wrote:
>>
>>>
>>> Dear R users,
>>>
>>> I have to fit the non linear regression:
>>>
>>> y~1-exp(-(k0+k1*p1+k2*p2+ .... +kn*pn))
>>>
>>> where ki>=0 for each i in [1 .... n] and pi are on R+.
>>>
>>> I am using, at the moment, nls, but I would rather use a Maximum
>>> Likelhood
>>> based algorithm. The error is not necessarily normally distributed.
>>>
>>> y is approximately beta distributed, and the volume of data is medium to
>>> large (the y,pi may have ~ 40,000 elements).
>>>
>>> I have studied the packages in the task views Optimisation and Robust
>>> Statistical Methods, but I did look like what I was looking for was
>>> there.
>>> Maybe I am wrong.
>>>
>>> The nearest thing was nlrob, but even that does not allow for
>>> constraints,
>>> as far as I can understand.
>>>
>>> Any suggestion?
>>>
>>> Regards
>>>
>>> --
>>> Corrado Topi
>>> PhD Researcher
>>> Global Climate Change and Biodiversity
>>> Area 18,Department of Biology
>>> University of York, York, YO10 5YW, UK
>>> Phone: + 44 (0) 1904 328645, E-mail: ct529 at york.ac.uk
>>>
>>> ______________________________________________
>>> 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.
>>>
>>>
>
>
> --
> Corrado Topi
> PhD Researcher
> Global Climate Change and Biodiversity
> Area 18,Department of Biology
> University of York, York, YO10 5YW, UK
> Phone: + 44 (0) 1904 328645, E-mail: ct529 at york.ac.uk
>
>
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