[R] "se.fit" option to the predict.nls() function

Ben Bolker bbolker at gmail.com
Mon Jan 5 21:08:12 CET 2015

Roger Coppock <rcoppock <at> cox.net> writes:

> When will "R" implement the "se.fit" option to the
>  predict.nls() function?  Is there some schedule?

  I think this is unlikely to happen, ever (sorry).  The exact method
for finding confidence intervals on nonlinear fits would be 
to compute likelihood profiles for each prediction, which would
be rather tedious.

  Another reasonable approach would be to use bootstrapping (see
linked r-help thread below).

  An approximate approach would be to use the delta method.

  The nlstools package might be useful.

https://stat.ethz.ch/pipermail/r-help/2008-November/179658.html :

Brian Ripley said in that thread:

> In general using the delta method (which is I guess what you mean,
> local linearization via derivatives) is nowhere near accurate enough to be
> useful.  That's why it has not been done on several occasions in the
> past. If you think it might be, see ?delta.method in package alr3.
> I would suggest using simulation/bootsrapping to explore the
> uncertainty.

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