Re: [R] nls: different results if applied to normal or linearized data

2008-03-06 Thread Martin Elff
On Thursday 06 March 2008 (07:03:34), Prof Brian Ripley wrote: > The only thing you are adding to earlier replies is incorrect: > > fitting by least squares does not imply a normal distribution. > Thanks for the clarification, 'implies' is to strong. I should have written 'suggests' or 'is

Re: [R] nls: different results if applied to normal or linearized data

2008-03-06 Thread Prof Brian Ripley
On Thu, 6 Mar 2008, Wolfgang Waser wrote: Thanks for your comments! Yes. You are fitting by least-squares on two different scales: differences in y and differences in log(y) are not comparable. Both are correct solutions to different problems. Since we have no idea what 'x' and 'y' are, we

Re: [R] nls: different results if applied to normal or linearized data

2008-03-05 Thread Wolfgang Waser
Thanks for your comments! > Yes. You are fitting by least-squares on two different scales: > differences in y and differences in log(y) are not comparable. > > Both are correct solutions to different problems. Since we have no idea > what 'x' and 'y' are, we cannot even guess which is more appro

Re: [R] nls: different results if applied to normal or linearized data

2008-03-05 Thread Prof Brian Ripley
The only thing you are adding to earlier replies is incorrect: fitting by least squares does not imply a normal distribution. For a regression model, least-squares is in various senses optimal when the errors are i.i.d. and normal, but it is a reasonable procedure for many other situati

Re: [R] nls: different results if applied to normal or linearized data

2008-03-05 Thread Rolf Turner
On 6/03/2008, at 2:53 AM, Wolfgang Waser wrote: > Dear all, > > I did a non-linear least square model fit > > y ~ a * x^b > > (a) > nls(y ~ a * x^b, start=list(a=1,b=1)) > > to obtain the coefficients a & b. > > I did the same with the linearized formula, including a linear model > > log(y) ~ log

Re: [R] nls: different results if applied to normal or linearized data

2008-03-05 Thread Prof Brian Ripley
On Wed, 5 Mar 2008, Wolfgang Waser wrote: > Dear all, > > I did a non-linear least square model fit > > y ~ a * x^b > > (a) > nls(y ~ a * x^b, start=list(a=1,b=1)) > > to obtain the coefficients a & b. > > I did the same with the linearized formula, including a linear model > > log(y) ~ log(a) + b

Re: [R] nls: different results if applied to normal or linearized data

2008-03-05 Thread Martin Elff
On Wednesday 05 March 2008 (14:53:27), Wolfgang Waser wrote: > Dear all, > > I did a non-linear least square model fit > > y ~ a * x^b > > (a) > nls(y ~ a * x^b, start=list(a=1,b=1)) > > to obtain the coefficients a & b. > > I did the same with the linearized formula, including a linear model > > l

Re: [R] nls: different results if applied to normal or linearized data

2008-03-05 Thread Gabor Grothendieck
Write out the objective functions that they are minimizing and it will be clear they are different so you can't expect the same results. On Wed, Mar 5, 2008 at 8:53 AM, Wolfgang Waser <[EMAIL PROTECTED]> wrote: > Dear all, > > I did a non-linear least square model fit > > y ~ a * x^b > > (a) > nls

[R] nls: different results if applied to normal or linearized data

2008-03-05 Thread Wolfgang Waser
Dear all, I did a non-linear least square model fit y ~ a * x^b (a) > nls(y ~ a * x^b, start=list(a=1,b=1)) to obtain the coefficients a & b. I did the same with the linearized formula, including a linear model log(y) ~ log(a) + b * log(x) (b) > nls(log10(y) ~ log10(a) + b*log10(x), start=l