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}} > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://www.stat.math.ethz.ch/mailman/listinfo/r-help > >