Dear Pf. Ripley, I use the nls() function coupled with the confint() to obtain the confidence interval of assessed parameters of fitting model.
I don't understand why the confidence intervals estimated with such a method aren't consistent? Regards B. Boulinguiez Ph.D. in Chemistry Ecole Nationale Supérieure de Chimie de Rennes 35700 Rennes (FRANCE) Prof Brian Ripley wrote: > > On Wed, 26 Mar 2008, glenn andrews wrote: > >> I am using the non-linear least squares routine in "R" -- nls. I have a >> dataset where the nls routine outputs tight confidence intervals on the >> 2 parameters I am solving for. > > nls() does not ouptut confidence intervals, so what precisely did you do? > I would recommend using confint(). > > BTW, as in most things in R, nls() is 'a' non-linear least squares > routine: there are others in other packages. > >> As a check on my results, I used the Python SciPy leastsq module on the >> same data set and it yields the same answer as "R" for the >> coefficients. However, what was somewhat surprising was the the >> condition number of the covariance matrix reported by the SciPy leastsq >> program = 379. >> >> Is it possible to have what appear to be tight confidence intervals that >> are reported by nls, while in reality they mean nothing because of the >> ill-conditioned covariance matrix? > > The covariance matrix is not relevant to profile-based confidence > intervals, and its condition number is scale-dependent whereas the > estimation process is very much less so. > > This is really off-topic here (it is about misunderstandings about > least-squares estimation), so please take it up with your statistical > advisor. > > -- > Brian D. Ripley, [EMAIL PROTECTED] > Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ > University of Oxford, Tel: +44 1865 272861 (self) > 1 South Parks Road, +44 1865 272866 (PA) > Oxford OX1 3TG, UK Fax: +44 1865 272595 > > ______________________________________________ > R-help@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. > > -- View this message in context: http://www.nabble.com/Significance-of-confidence-intervals-in-the-Non-Linear-Least-Squares-Program.-tp16322194p18754843.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@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.
