There seems to be some peculiarity with the weights. If you try the unweighted fit, it comes much closer to the answer from Prism...
Andy > From: Robert Brown FM CEFAS > > Hi there, > > this is the output from R > > > > solb2wvb<-nls(~sqrt(novervar)*(weight-(a*(1-exp(-b*(age-c))))^ > 3),data=solb2.na.rm,start=list(a=0.85,b=0.45,c=0.48)) > > summary(solb2wvb) > > Formula: ~ sqrt(novervar) * (weight - (a * (1 - exp( - b * > (age - c))))^3) > > Parameters: > Value Std. Error t value > a 1.087370 0.01193090 91.1392 > b 0.151838 0.00714963 21.2372 > c -1.809770 0.13186000 -13.7250 > > Residual standard error: 4.41368 on 109 degrees of freedom > > The output from Prism is: > > von Bertalanffy > Best-fit values > A 0.8957 > B 0.2381 > C -1.358 > Std. Error > A 0.002280 > B 0.002568 > C 0.02919 > 95% Confidence Intervals > A 0.8912 to 0.9001 > B 0.2331 to 0.2431 > C -1.415 to -1.300 > > The latter has much better visual fit and reasonable > residuals. Furthermore theory and practice both lead to the > expectation that this model should fit the data. > > Incidentally, I was under the impression that with a weighted > nls in R the SE values were not accurate. > > Finally I've attached the dataset > > > > > -----Original Message----- > From: Liaw, Andy [mailto:[EMAIL PROTECTED] > Sent: 27 January 2005 15:25 > To: Robert Brown FM CEFAS; [email protected] > Subject: RE: [R] weighting in nls > > > Can you show us the difference; i.e., what are the parameter > estimates and > associated SEs from the two programs? Even better, can you supply an > example data set? > > [With is `trick' for weighted nls, you need to be careful > with the output of > predict().] > > Andy > > > From: Robert Brown FM CEFAS > > > > I'm fitting nonlinear functions to some growth data but I'm > > getting radically different results in R to another program > > (Prism). Furthermore the values from the other program give a > > better fit and seem more realistic. I think there is a > > problem with the results from the r nls function. The > > differences only occur with weighted data so I think I'm > > making a mistake in the weighting. I'm following the > > procedure outlined on p 244 of MASS (or at least I'm trying to). > > > > Thus, I'm using mean data with heteroscedasticity so I'm > > weighting by n/ variance, where the variance is well known > > from a large data set. This weighting factor is available as > > the variable 'novervar'. > > > > The function is a von Bertalanffy curve of the form > > weight~(a*(1-exp(-b*(age-c))))^3. Thus I'm entering the > > command in the form: > > > > solb1wvb<-nls(~sqrt(novervar)*(weight-(a*(1-exp(-b*(age-c))))^ > > 3),data=solb1.na.rm,start=list(a=0.85,b=0.45,c=0.48)) > > > > Can anyone suggest what I'm doing wrong? I seem to be > > folowing the instructions in MASS. I tried following the > > similar instructions on page 450 of the white book but these > > were a bit cryptic. > > > > I'm using R 2.0.0 on a Windows 2000 machine > > > > Regards, > > > > Robert Brown > > > > > > ************************************************************** > > ********************* > > This email and any attachments are intended for the named > > re...{{dropped}} > > > > ______________________________________________ > > [email protected] mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide! > > http://www.R-project.org/posting-guide.html > > > > > > > -------------------------------------------------------------- > ---------------- > Notice: This e-mail message, together with any attachments, > contains information of Merck & Co., Inc. (One Merck Drive, > Whitehouse Station, New Jersey, USA 08889), and/or its > affiliates (which may be known outside the United States as > Merck Frosst, Merck Sharp & Dohme or MSD and in Japan, as > Banyu) that may be confidential, proprietary copyrighted > and/or legally privileged. It is intended solely for the use > of the individual or entity named on this message. If you > are not the intended recipient, and have received this > message in error, please notify us immediately by reply > e-mail and then delete it from your system. > -------------------------------------------------------------- > ---------------- > > > ************************************************************** > ********************* > This email and any attachments are intended for the named > recipient only. Its unauthorised use, distribution, > disclosure, storage or copying is not permitted. If you have > received it in error, please destroy all copies and notify > the sender. In messages of a non-business nature, the views > and opinions expressed are the author's own and do not > necessarily reflect those of the organisation from which it > is sent. All emails may be subject to monitoring. > ************************************************************** > ********************* > > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
