R help - Apr 2009 - Need help in calculating studentized residuals/leverage values of non-linear model [nls()]

Hi there,
   I hope I can get advice regarding the calculation of leverage values or
   studentized residual values of a non-linear regression model. It seems like
   rstudent() does not work on a nls object.
   Many thanks in advance!
   Best regards,
   Xingli

Giam Xingli <giam <at> nus.edu.sg> writes:
>    I hope I can get advice regarding the calculation of leverage values or
>    studentized residual values of a non-linear regression model. It seems
like
>    rstudent() does not work on a nls object.
residuals() should work for nls.

Dieter

Is the output of residuals() the studentized residuals or just the residuals?

---- Dieter Menne <dieter.menne at menne-biomed.de> wrote:
> Giam Xingli <giam <at> nus.edu.sg> writes:
> 
> >    I hope I can get advice regarding the calculation of leverage
values or
> >    studentized residual values of a non-linear regression model. It
seems like
> >    rstudent() does not work on a nls object.
> 
> residuals() should work for nls.
> 
> Dieter
> 
> ______________________________________________
> 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.

<rkevinburton <at> charter.net> writes:

 
> Is the output of residuals() the studentized residuals or just the
residuals?
As the name says, studentizing is left as an easy student exercise.
Destudentizing is more difficult and usually called professorizing.

Dieter

Hi Kevin,
 
I need the studentized residuals. In linear models, they can be computed by
using rstudent( ) function, but there seems to be no such function for nls( )
output.
 
Alternatively, it'll be helpful if I could compute the leverage values.
 
Best,
Xingli

Giam Xingli <giam <at> nus.edu.sg> writes:
> I need the studentized residuals. In linear models, they can be computed by
using rstudent( ) function, but
> there seems to be no such function for nls( ) output.
I darkly remember having read this message before. Homework still not done?

http://markmail.org/message/l7ibt3b6jfu4cj2x

Check Wikipedia on the definition of studentized.

Dieter

Hi Dieter,

Yes, I understand the definition of studentized residuals and I also know that
studentizing the residuals is an easy exercise. However, I need the hat
('leverage')-values to studentize the residuals. I tried to use
hatvalues() to obtain the leverage values but while it works on glm and lm
objects, it doesn't work on nls() objects.

I also tried to do this:

X <- model.matrix(model) # where model is an nls() object
H <- X %*% solve( t(X) %*% X ) %*% t(X)
hatvalues <- diag(H)

But model.matrix didn't work either. 

That is why I posted the question of getting the studentized residuals or the
leverage values of nls() objects. I hope you don't misunderstand me, I'm
sorry the original post came across as a 'homework' question.

Many thanks,
Xingli
(P.S. I saw your reply on CRAN. However I didn't get the daily digest, so I
am replying to your previous post. Sorry about that!)

------------------------------

Message: 72
Date: Mon, 6 Apr 2009 12:39:07 -0700
From: <rkevinburton at charter.net>
Subject: Re: [R] Need help in calculating studentized
	residuals/leverage values	of non-linear model [nls()]
To: Dieter Menne <dieter.menne at menne-biomed.de>,
	r-help at stat.math.ethz.ch
Message-ID: <20090406153907.97VPO.402395.root at mp16>
Content-Type: text/plain; charset=utf-8

Is the output of residuals() the studentized residuals or just the residuals?

---- Dieter Menne <dieter.menne at menne-biomed.de> wrote:
> Giam Xingli <giam <at> nus.edu.sg> writes:
> 
> >    I hope I can get advice regarding the calculation of leverage
values or
> >    studentized residual values of a non-linear regression model. It
seems like
> >    rstudent() does not work on a nls object.
> 
> residuals() should work for nls.
> 
> Dieter
> 
> ______________________________________________
> 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.