Re: [R] Constrained non linear regression using ML

2010-03-18 Thread Corrado
Dear Gabor, Arne, Ravi, R users, I am firstly trying the maximum likelihood approach, then will try the Bayesian approach. The likelihood function, and the log likelihood function, will depend on the pdf of the error e in the formula: y=f(theta*x)+e Now let's say that e is Gaussian distri

Re: [R] Constrained non linear regression using ML

2010-03-17 Thread Gabor Grothendieck
For specific questions on the betareg package contact the maintainer. If the likelihood based approaches are giving too much difficulty try moving to a Bayesian framework (WinBUGS/R2WinBUGS, JAGS/r2jags, etc.) On Wed, Mar 17, 2010 at 10:03 AM, Corrado wrote: > Dear Arne, Gabor, > > I solved the p

Re: [R] Constrained non linear regression using ML

2010-03-17 Thread Corrado
Dear Arne, Gabor, I solved the problem with betareg (downloaded the package). I run it on my data, and unfortunately the constraint is definitively active, if I remove the active variables, I then remove the most significant variables! Of course the error is important, not the distribution o

Re: [R] Constrained non linear regression using ML

2010-03-17 Thread Arne Henningsen
On 17 March 2010 14:22, Gabor Grothendieck wrote: > Contact the maintainer regarding problems with the package.  Not sure > if this is acceptable but if you get it to run you could consider just > dropping the variables from your model that correspond to active > constraints. > > Also try the maxL

Re: [R] Constrained non linear regression using ML

2010-03-17 Thread Gabor Grothendieck
Contact the maintainer regarding problems with the package. Not sure if this is acceptable but if you get it to run you could consider just dropping the variables from your model that correspond to active constraints. Also try the maxLik package. You will have to define the likelihood yourself b

Re: [R] Constrained non linear regression using ML

2010-03-17 Thread Corrado
Dear Gabor, 1) The constraints are active, at least from a formal point view. 3) I have tried several times to run betareg.fit on the data, and the only thing I can obtain is the very strange error: Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent The error i

Re: [R] Constrained non linear regression using ML

2010-03-17 Thread Gabor Grothendieck
Try it anyways -- maybe none of your constraints are active. On Wed, Mar 17, 2010 at 6:01 AM, Corrado 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 > > > Ga

Re: [R] Constrained non linear regression using ML

2010-03-17 Thread Corrado
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 wrote: Dear R users

Re: [R] Constrained non linear regression using ML

2010-03-16 Thread Gabor Grothendieck
Check out the betareg package. On Tue, Mar 16, 2010 at 2:58 PM, Corrado 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

Re: [R] Constrained non linear regression using ML

2010-03-16 Thread Ravi Varadhan
- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Corrado Sent: Tuesday, March 16, 2010 2:59 PM To: r-help@r-project.org Subject: [R] Constrained non linear regression using ML Dear R users, I have to fit the non linear regression: y~1-exp(-(k0+k1*p1+k2

[R] Constrained non linear regression using ML

2010-03-16 Thread Corrado
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.