R help - Dec 2008 - statistical significance, nonlinear regression

I am using nonlinear regression to fit a couple of variables to a set of
measurements. I would like to do some significance tests for the estimated
parameters. I am able to check the confidence intervals using the Jacobian
coming out of nonlinear regression. 

I do see in a paper which shows t-value (it says estimated by White
method??), f-value, f-test, and j-test, are these available in matlab, or I
could code them myself but I need details about these tests. I would be glad
if you could provide a reference...

Thanks
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Tests of statistical significance and/or confidence intervals for individual
parameters in nonlinear regression are often meaningless and misguided.
Nonlinear regression is **inherently** different than linear regression. It
may make no physical sense whatever to eliminate *any* of the parameters
describing, say, a series of interrelated chemical interactions. Determining
what sequence of "nested" models to consider (which is the only thing
that
makes sense) is typically difficult and subject specific. Finally,
statistical inference for nonlinear models is almost never exact, and the
standard (e.g. likelihood based) approximations can be way off for small
samples and certain data configurations.

As for references -- are you kidding?! There are tons of books and papers
out there. As you did not provide your identity, we have no idea what line
of work you're in -- but you might start by looking for tutorials on the
subject pitched to your profession and level of statistical understanding.
Google is your friend here.

-- Bert Gunter
Genentech Nonclinical Statistics

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
Behalf Of adam99
Sent: Wednesday, December 24, 2008 3:21 PM
To: r-help at r-project.org
Subject: [R] statistical significance, nonlinear regression


I am using nonlinear regression to fit a couple of variables to a set of
measurements. I would like to do some significance tests for the estimated
parameters. I am able to check the confidence intervals using the Jacobian
coming out of nonlinear regression. 

I do see in a paper which shows t-value (it says estimated by White
method??), f-value, f-test, and j-test, are these available in matlab, or I
could code them myself but I need details about these tests. I would be glad
if you could provide a reference...

Thanks
-- 
View this message in context:
http://www.nabble.com/statistical-significance%2C-nonlinear-regression-tp211
56969p21156969.html
Sent from the R help mailing list archive at Nabble.com.

______________________________________________
R-help at r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

On Dec 24, 2008, at 6:20 PM, adam99 wrote:
>
> I am using nonlinear regression to fit a couple of variables to a  
> set of
> measurements. I would like to do some significance tests for the  
> estimated
> parameters. I am able to check the confidence intervals using the  
> Jacobian
> coming out of nonlinear regression.
>
> I do see in a paper which shows t-value (it says estimated by White
> method??), f-value, f-test, and j-test, are these available in  
> matlab, or I
> could code them myself but I need details about these tests. I would  
> be glad
> if you could provide a reference...
Gosset WS, "On the Probable Error of the Mean". (1908), Biometrika,
6:1.
Fisher RA, The Distribution of the Partial Correlation Coefficient",  
(1924), Metron, 3: 329.

-- 
David Winsemius
>
>
> Thanks
> -- 
> View this message in context:
http://www.nabble.com/statistical-significance%2C-nonlinear-regression-tp21156969p21156969.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.

See ?confint2 in the nlrwr package for confidence intervals and for more info
on hypothesis testing in nonlinear regression focused on R see the book
associated with that package.

On Wed, Dec 24, 2008 at 6:20 PM, adam99 <adamquestion at gmail.com>
wrote:
>
> I am using nonlinear regression to fit a couple of variables to a set of
> measurements. I would like to do some significance tests for the estimated
> parameters. I am able to check the confidence intervals using the Jacobian
> coming out of nonlinear regression.
>
> I do see in a paper which shows t-value (it says estimated by White
> method??), f-value, f-test, and j-test, are these available in matlab, or I
> could code them myself but I need details about these tests. I would be
glad
> if you could provide a reference...
>
> Thanks
> --
> View this message in context:
http://www.nabble.com/statistical-significance%2C-nonlinear-regression-tp21156969p21156969.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.
>