Displaying 20 results from an estimated 50000 matches similar to: "Prediction Intervals"
2003 Aug 14
2
nls confidence intervals
Hi,
Does anyone know how to compute the confidence prediction intervals for
a nonlinear least squares models (nls)?
I was trying to use the function 'predict' as I usually do for other
models fitting (glm, lm, gams...), but it seems that se.fit, and
interval computation is not implemented for the nls...
Cheers
Enrique
~~~~~~~~~~~~~~~~~~~~~~~~~~~
Fisheries Research Services,
Marine
2004 Jun 03
5
Confidence intervals for predicted values in nls
Dear all
I have tried to estimate the confidence intervals for predicted values of a
nonlinear model fitted with nls. The function predict gives the predicted
values and the lower and upper limits of the prediction, when the class of
the object is lm or glm. When the object is derived from nls, the function
predict (or predict.nls) gives only the predicted values. The se.fit and
interval aguments
2008 Mar 27
1
[Re: Significance of confidence intervals in the Non-Linear Least Squares Program.]
Thanks for the response. I was not very clear in my original request.
What I am asking is if in a non-linear estimation problem using nls(),
as the condition number of the Hessian matrix becomes larger, will the
t-values of one or more of the parameters being estimated in general
become smaller in absolute value -- that is, are low t-values a
sign of an ill-conditioned Hessian?
Typical
2012 May 16
2
confidence intervals for nls or nls2 model
Hi all
I have fitted a model usinf nls function to these data:
> x
[1] 1 0 0 4 3 5 12 10 12 100 100 100
> y
[1] 1.281055090 1.563609934 0.001570796 2.291579783 0.841891853
[6] 6.553951324 14.243274230 14.519899320 15.066473610 21.728809880
[11] 18.553054450 23.722637370
The model fitted is:
modellogis<-nls(y~SSlogis(x,a,b,c))
It runs OK. Then I calculate
2008 Mar 27
1
Significance of confidence intervals in the Non-Linear Least Squares Program.
I am using the non-linear least squares routine in "R" -- nls. I have a
dataset where the nls routine outputs tight confidence intervals on the
2 parameters I am solving for.
As a check on my results, I used the Python SciPy leastsq module on the
same data set and it yields the same answer as "R" for the
coefficients. However, what was somewhat surprising was the the
2008 Sep 02
1
Non-constant variance and non-Gaussian errors with gnls
I have been using the nls function to fit some simple non-linear
regression models for properties of graphite bricks to historical
datasets. I have then been using these fits to obtain mean predictions
for the properties of the bricks a short time into the future. I have
also been calculating approximate prediction intervals.
The information I have suggests that the assumption of a normal
2008 Sep 03
1
Non-constant variance and non-Gaussian errors
Hi Paul,
Take a look at gam() from package mgcv (gam = generalized additive models), maybe this will help you. GAMs can work with other distributions as well. Generalized additive models consist of a random component, an additive component, and a link function relating these two components. The response Y, the random component, is assumed to have a density in the exponential family. I am not sure
2004 Oct 07
1
confidence interval for nls
Do I have the right impression that it's currently not possible to
produce confidence intervals for the nls predictions using R?
I had a course were we used SAS PROC nlin and there you could get
intervals for the parameters and the prediction but I do not have access
to SAS.
Would it be difficult to implement, I tried to dig into the help pages
of nls, vcov and nlsModel but I could not
2003 Jul 24
5
inverse prediction and Poisson regression
Hello to all, I'm a biologist trying to tackle a "fish" (Poisson Regression) which is just too big for my modest understanding of stats!!!
Here goes...
I want to find good literature or proper mathematical procedure to calculate a confidence interval for an inverse prediction of a Poisson regression using R.
I'm currently trying to analyse a "dose-response"
2009 Sep 08
1
Confident interval for nls predictions
Hello all,
I'm trying to establish some confidence intervals on predictions I am making using
>predict(nls(...))
and predict.nls (unfortunately) does not utilize the se.fit option. A little more background is that I am trying to match the output with older SAS routines to maintain consistency. Because predict.nls does not provide se's for individual predictions, I have been using a
2011 May 07
5
plotting confidence bands from predict.nls
I am trying to find a confidence band for a fitted non-linear curve. I
see that the predict.nls function has an interval argument, but a
previous post indicates that this argument has not been implemented. Is
this still true? I have tried various ways to extract the interval
information from the model object without success. My code is:
Model.predict <- predict(My.nls.model,
2010 Sep 06
1
Prediction and confidence intervals from predict.drc
R-helpers,
I am using the package "drc" to fit a 4 parameter logistic model. When I
use the predict function to get prediction on a new dataset, I am not
getting the requested confidence or prediction intervals. Any idea what
is going on? Here is code to reproduce the problem:
---
library(drc)
# Fit model to existing dataset in package
spinach.model <- drm(SLOPE~DOSE, data =
2009 Apr 24
2
prediction intervals (alpha and beta) for model average estimates from binomial glm and model.avg (library=dRedging)
Hi all,
I was wondering if there is a function out there, or someone has written code for making confidence intervals around model averaged predictions (y~á+âx). The model average estimates are from the dRedging library?
It seems a common thing but I can't seem to find one via the search engines
Examples of the models are:
fit1 <- glm(y~ dbh, family = binomial, data = data)
fit2 <-
2010 Feb 15
2
Confidence intervals nls
Dear All
I am quite new to R and would appreciate some help fitting 95% confidence
intervals to a nls function. I have the data
DOY CET
90 5.9
91 8
92 8.4
93 7.7
95 6.6
96 6.8
97 7.1
98 9.7
99 12.3
100 12.8
102 11
103 9.3
104 9.8
105 9.9
107 7.7
110 6.2
111 5.9
112 5.9
113 3.4
114 3.5
116 3.3
117 5.4
118 6.3
119 9.7
120 11.2
121 7.3
124 7.8
etc
I am trying to use some code that has been
2007 Feb 21
1
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
2006 Apr 18
1
predict.nls confidence intervals
Hello-
It has been several years since anyone has asked, so i am asking again- has anyone created a routine to estimate confidence intervals for predictions from nls models (ala Bates and Watts 1988)?
Thanks -
Alice Shelly
[[alternative HTML version deleted]]
2010 Nov 28
1
predict.drm not generating confidence intervals
R-helpers,
I recently submitted a help request for the predict.drm function found in the drc package. I am still having issues with the function and I am submitting reproducible code hoping that somebody can help me figure out what is going on.
--------
library(drc)
# Fit a 4 parameter logistic model to ryegrass dataset
fit <- drm(rootl ~ conc, data = ryegrass, fct = LL.4())
summary(fit)
#
2005 Dec 29
1
use of predict() with confidence/prediction bands
To my understanding, a confidence interval typically covers a single
valued parameter. In contrast, a confidence band covers an entire line
with a band. In regression, it is quite common to construct confidence
and prediction bands. I have found that many people are connecting
individual confidence/prediction interval values produced with
predict(object,sd.fit=T,type="conf/pred") and
2013 Jan 02
1
Need help with self-defined function to perform nonlinear regression and get prediction interval
Dear All,
I was trying to call a self-defined function that performs nonlinear
regression and gets the corresponding prediction upper limit using nls2
package. However, weird thing happened. When I called the function in the
main program, an error message "fitted(nlsmodel): object 'nlsmodel' not
found" came up. But when I directly ran the codes inside the function, no
error came
2007 Dec 04
2
confidence intervals for y predicted in non linear regression
Hi, I´m trying to plot a nonlinear regresion with the confidence bands for
the curve obtained, similar to what nlintool or nlpredci functions in Matlab
does, but I no figure how to. In nls the option is there but not implemented
yet.
Is there a plan to implement the in a relative near future?
Thanks in advance, Florencio
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