Dear Forum, I have been wracking my head over this problem for the past few days. I have a dataset of (x,y). I have been able to obtain a nonlinear regression line using nls. However, we would like to do some statistical analysis. I would like to obtain a confidence interval for the curve. We thought we could divide up the curve into piecewise linear regressions and compute CIs from those portions. There is a package called strucchange that seems helpful, but I am thoroughly confused. 'breakpoints' is used to calculate the number of breaks in the data for linear regressions. I have the following in my script: bp.pavlu <- breakpoints(Na ~ f(yield, a, b), h=0.15, breaks=3, data=pavludata) plot(bp.pavlu) breakpoints(bp.pavlu) But I am confused as to how to graph the piecewise functions that make up the curve. I am not even sure if I am using breakpoints correctly. Do I just give it a linear relationhip (Na ~ yield), instead of what I have? Is there an easier way to calculate the confidence interval for a non-linear regression? I am new to R (as I've read in many questions), but I have most certainly tried many things and am just getting frustrated with the lack of examples for what I'd like to do with my data... I'd appreciate any insight. I can also provide more information if I am not clear. Thanks in advance. Julian -- View this message in context: http://r.789695.n4.nabble.com/breakpoints-and-nonlinear-regression-tp4303629p4303629.html Sent from the R help mailing list archive at Nabble.com.
Hi, Julian- I'm not sure if this will be what you want but you could start by taking a look at: ?predict.nls Ken On 01/17/12, crimsonengineer87 <julianjonreyes at gmail.com> wrote:> Dear Forum, > > I have been wracking my head over this problem for the past few days. I have > a dataset of (x,y). I have been able to obtain a nonlinear regression line > using nls. However, we would like to do some statistical analysis. I would > like to obtain a confidence interval for the curve. We thought we could > divide up the curve into piecewise linear regressions and compute CIs from > those portions. There is a package called strucchange that seems helpful, > but I am thoroughly confused. > > 'breakpoints' is used to calculate the number of breaks in the data for > linear regressions.? I have the following in my script: > > bp.pavlu <- breakpoints(Na ~ f(yield, a, b), h=0.15, breaks=3, > data=pavludata) > plot(bp.pavlu) > breakpoints(bp.pavlu) > > But I am confused as to how to graph the piecewise functions that make up > the curve. I am not even sure if I am using breakpoints correctly. Do I just > give it a linear relationhip (Na ~ yield), instead of what I have? > > Is there an easier way to calculate the confidence interval for a non-linear > regression? > > I am new to R (as I've read in many questions), but I have most certainly > tried many things and am just getting frustrated with the lack of examples > for what I'd like to do with my data... I'd appreciate any insight. I can > also provide more information if I am not clear. Thanks in advance. > > Julian > > -- > View this message in context: http://r.789695.n4.nabble.com/breakpoints-and-nonlinear-regression-tp4303629p4303629.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. > >
Sorry, that wasn't to helpful...I see that the intervals and se.fit argument are currently ignored. On 01/17/12, crimsonengineer87 <julianjonreyes at gmail.com> wrote:> Dear Forum, > > I have been wracking my head over this problem for the past few days. I have > a dataset of (x,y). I have been able to obtain a nonlinear regression line > using nls. However, we would like to do some statistical analysis. I would > like to obtain a confidence interval for the curve. We thought we could > divide up the curve into piecewise linear regressions and compute CIs from > those portions. There is a package called strucchange that seems helpful, > but I am thoroughly confused. > > 'breakpoints' is used to calculate the number of breaks in the data for > linear regressions.? I have the following in my script: > > bp.pavlu <- breakpoints(Na ~ f(yield, a, b), h=0.15, breaks=3, > data=pavludata) > plot(bp.pavlu) > breakpoints(bp.pavlu) > > But I am confused as to how to graph the piecewise functions that make up > the curve. I am not even sure if I am using breakpoints correctly. Do I just > give it a linear relationhip (Na ~ yield), instead of what I have? > > Is there an easier way to calculate the confidence interval for a non-linear > regression? > > I am new to R (as I've read in many questions), but I have most certainly > tried many things and am just getting frustrated with the lack of examples > for what I'd like to do with my data... I'd appreciate any insight. I can > also provide more information if I am not clear. Thanks in advance. > > Julian > > -- > View this message in context: http://r.789695.n4.nabble.com/breakpoints-and-nonlinear-regression-tp4303629p4303629.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. > >
On Tue, 17 Jan 2012, crimsonengineer87 wrote:> Dear Forum, > > I have been wracking my head over this problem for the past few days. I have > a dataset of (x,y). I have been able to obtain a nonlinear regression line > using nls. However, we would like to do some statistical analysis. I would > like to obtain a confidence interval for the curve. We thought we could > divide up the curve into piecewise linear regressions and compute CIs from > those portions. There is a package called strucchange that seems helpful, > but I am thoroughly confused. > > 'breakpoints' is used to calculate the number of breaks in the data for > linear regressions. I have the following in my script: > > bp.pavlu <- breakpoints(Na ~ f(yield, a, b), h=0.15, breaks=3, > data=pavludata) > plot(bp.pavlu) > breakpoints(bp.pavlu) > > But I am confused as to how to graph the piecewise functions that make up > the curve. I am not even sure if I am using breakpoints correctly. Do I just > give it a linear relationhip (Na ~ yield), instead of what I have?breakpoints() currently can just handle linear (in parameters) regressions. So unless f(., a, b) is either known or can be written as a linear predictor, breakpoints() cannot estimate breaks in the model of interest. If you want approximate f(., a, b) by a piecewise linear function, then you would use breakpoints(Na ~ yield). The result however will typically not be continuous. To see the result fitted() can be used. See the references in ?breakpoints for some examples. However, I doubt that this is a route worth pursuing given your problem description...> Is there an easier way to calculate the confidence interval for a non-linear > regression?If you want to use nls(), you could use simulation techniques to obtain confidence intervals. Another possible alternative would be to use a GAM formulation. See e.g. gam() in package "mgcv". hth, Z> I am new to R (as I've read in many questions), but I have most certainly > tried many things and am just getting frustrated with the lack of examples > for what I'd like to do with my data... I'd appreciate any insight. I can > also provide more information if I am not clear. Thanks in advance. > > Julian > > -- > View this message in context: http://r.789695.n4.nabble.com/breakpoints-and-nonlinear-regression-tp4303629p4303629.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. >
In respect of fitting piecewise linear regressions, have you looked at
the "segmented" package?
cheers,
Rolf Turner
On 18/01/12 04:30, crimsonengineer87 wrote:> Dear Forum,
>
> I have been wracking my head over this problem for the past few days. I
have
> a dataset of (x,y). I have been able to obtain a nonlinear regression line
> using nls. However, we would like to do some statistical analysis. I would
> like to obtain a confidence interval for the curve. We thought we could
> divide up the curve into piecewise linear regressions and compute CIs from
> those portions. There is a package called strucchange that seems helpful,
> but I am thoroughly confused.
>
> 'breakpoints' is used to calculate the number of breaks in the data
for
> linear regressions. I have the following in my script:
>
> bp.pavlu<- breakpoints(Na ~ f(yield, a, b), h=0.15, breaks=3,
> data=pavludata)
> plot(bp.pavlu)
> breakpoints(bp.pavlu)
>
> But I am confused as to how to graph the piecewise functions that make up
> the curve. I am not even sure if I am using breakpoints correctly. Do I
just
> give it a linear relationhip (Na ~ yield), instead of what I have?
>
> Is there an easier way to calculate the confidence interval for a
non-linear
> regression?
>
> I am new to R (as I've read in many questions), but I have most
certainly
> tried many things and am just getting frustrated with the lack of examples
> for what I'd like to do with my data... I'd appreciate any insight.
I can
> also provide more information if I am not clear. Thanks in advance.