you might consider nlrq() in the quantreg package, which does median regression for nonlinear response functions....
url: www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 On Nov 13, 2005, at 3:47 PM, Vermeiren, Hans [VRCBE] wrote: > Hi, > > I'm trying to use Robust non-linear regression to fit dose response > curves. > Maybe I didnt look good enough, but I dind't find robust methods > for NON > linear regression implemented in R. A method that looked good to me > but is > unfortunately not (yet) implemented in R is described in > http://www.graphpad.com/articles/RobustNonlinearRegression_files/ > frame.htm > <http://www.graphpad.com/articles/RobustNonlinearRegression_files/ > frame.htm> > > > in short: instead of using the premise that the residuals are > gaussian they > propose a Lorentzian distribution, > in stead of minimizing the squared residus SUM (Y-Yhat)^2, the > objective > function is now > SUM log(1+(Y-Yhat)^2/ RobustSD) > > where RobustSD is the 68th percentile of the absolute value of the > residues > > my question is: is there a smart and elegant way to change to > objective > function from squared Distance to log(1+D^2/Rsd^2) ? > > or alternatively to write this as a weighted non-linear regression > where the > weights are recalculated during the iterations > in nlme it is possible to specify weights, possibly that is the way > to do > it, but I didn't manage to get it working > the weights should then be something like: > > SUM (log(1+(resid(.)/quantile(all_residuals,0.68))^2)) / SUM (resid > (.)) > > the test data I use : > x<-seq(-5,-2,length=50) > x<-rep(x,4) > y<-SSfpl(x,0,100,-3.5,1) > y<-y+rnorm(length(y),sd=5) > y[sample(1:length(y),floor(length(y)/50))]<-200 # add 2% outliers > at 200 > > thanks a lot > > Hans Vermeiren > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting- > guide.html > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html