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2010 Sep 05
0
cov.unscaled in NLS - how to define cov.scaled to make comparable to SAS proc NLIN output - and theoretically WHY are they different
...s.L = nls(
myModel.nlm ,
fData.L,
start = initialValues.L,
control = nls.control(warnOnly = TRUE),
trace=T
);
summary.nls.L = summary(fit.nls.L);
I run the same analysis in SAS proc NLIN.
proc nlin data=apples outest=a;
parms b=4 d=.04 t=180;
model Y = b/(1+exp(-d*(X-t)));
output out=b p=yhat r=yresid ;
run;
proc print data=a;
run;
A summary of the outputs:
- Same coefficients (this is a good thing)
- Same standard errors of the coefficients (also good)
- Different covariance matrices (WHY?)
I convert the cov.unscaled from R's NLS to a correlation and compare it to
SAS's cor...