Potter, David M
2003-Oct-16 15:55 UTC
[R] retrieving coefficients from nls() when it fails to converge
Hi --
I am fitting four-parameter logistic regression models using nls(),
typically within the body of a loop. Sometimes a fit fails to converge and
yet I would like to pull off the coefficients from the last iteration and
use them to compute backfitted (i.e., inverse prediction) values.
Note: To ignore the fit completely, but have the loop continue, I have
successfully used try(), but in this case the fits are sufficient for
getting backfitted values (even though the coefficients are poorly
estimated), so I need the actual coefficients.
R information:
platform i386-pc-mingw32
arch i386
os mingw32
system i386, mingw32
status
major 1
minor 7.1
year 2003
month 06
day 16
language R
Thanks for your help.
David
__
David M. Potter
Groton Nonclinical Statistics
Pfizer Global Research and Development
LEGAL NOTICE\ Unless expressly stated otherwise, this messag...{{dropped}}
Spencer Graves
2003-Oct-16 17:33 UTC
[R] retrieving coefficients from nls() when it fails to converge
Have you considered "optim"? That has produced something for me
when I got nothing from "nls". You may wish to call "optim"
a second
time with the output from the first; you might actually get different
answers. Please specify "hessian=TRUE", as follows:
fit0 <- optim(..., hessian=TRUE)
Then "eigen(fit$hessian, symmetric=TRUE)" may tell you why
"nls"
did not converge.
The standard advice in such cases is to reconsider what you really
want and then fewer parameters and / or reparameterize; see e.g., Bates
and Watts (1988) Nonlinear Regression Analysis and Its Applications
(Wiley).
hope this helps. spencer graves
Potter, David M wrote:
>Hi --
>
>I am fitting four-parameter logistic regression models using nls(),
>typically within the body of a loop. Sometimes a fit fails to converge and
>yet I would like to pull off the coefficients from the last iteration and
>use them to compute backfitted (i.e., inverse prediction) values.
>
>Note: To ignore the fit completely, but have the loop continue, I have
>successfully used try(), but in this case the fits are sufficient for
>getting backfitted values (even though the coefficients are poorly
>estimated), so I need the actual coefficients.
>
>R information:
>
>platform i386-pc-mingw32
>arch i386
>os mingw32
>system i386, mingw32
>status
>major 1
>minor 7.1
>year 2003
>month 06
>day 16
>language R
>
>Thanks for your help.
>
>David
>
>__
>David M. Potter
>Groton Nonclinical Statistics
>Pfizer Global Research and Development
>
>
>
>LEGAL NOTICE\ Unless expressly stated otherwise, this messag...{{dropped}}
>
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