Michael Dondrup
2007-Feb-21 10:56 UTC
[R] Confindence interval for Levenberg-Marquardt fit
Dear all, I would like to use the Levenberg-Marquardt algorithm for non-linear least-squares regression using function nls.lm. Can anybody help me to find a a way to compute confidence intervals on the fitted parameters as it is possible for nls (using confint.nls, which does not work for nls.lm)? Thank you for your help Michael
Prof Brian Ripley
2007-Feb-21 11:09 UTC
[R] Confindence interval for Levenberg-Marquardt fit
Well, the algorithm used does not affect the confidence interval (provided it works correctly), but what is nls.ml (presumably in some package you have not mentioned) and why would I want to use an old-fashioned algorithm? You could start nls at the solution you got from nls.ml and use confint() on that. On Wed, 21 Feb 2007, Michael Dondrup wrote:> Dear all, > I would like to use the Levenberg-Marquardt algorithm for non-linear > least-squares regression using function nls.lm. Can anybody help me to > find a a way to compute confidence intervals on the fitted > parameters as it is possible for nls (using confint.nls, which does not > work for nls.lm)? > > Thank you for your help > Michael-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
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