On Tue, 17 Jan 2012, crimsonengineer87 wrote:
Dear Forum,
I have been wracking my head over this problem for the past few days. I have
a dataset of (x,y). I have been able to obtain a nonlinear regression line
using nls. However, we would like to do some statistical analysis. I would
like to obtain a confidence interval for the curve. We thought we could
divide up the curve into piecewise linear regressions and compute CIs from
those portions. There is a package called strucchange that seems helpful,
but I am thoroughly confused.
'breakpoints' is used to calculate the number of breaks in the data for
linear regressions. I have the following in my script:
bp.pavlu <- breakpoints(Na ~ f(yield, a, b), h=0.15, breaks=3,
data=pavludata)
plot(bp.pavlu)
breakpoints(bp.pavlu)
But I am confused as to how to graph the piecewise functions that make up
the curve. I am not even sure if I am using breakpoints correctly. Do I just
give it a linear relationhip (Na ~ yield), instead of what I have?
breakpoints() currently can just handle linear (in parameters)
regressions. So unless f(., a, b) is either known or can be written as a
linear predictor, breakpoints() cannot estimate breaks in the model of
interest.
If you want approximate f(., a, b) by a piecewise linear function, then
you would use breakpoints(Na ~ yield). The result however will typically
not be continuous. To see the result fitted() can be used. See the
references in ?breakpoints for some examples.
However, I doubt that this is a route worth pursuing given your problem
description...
Is there an easier way to calculate the confidence interval for a non-linear
regression?
If you want to use nls(), you could use simulation techniques to obtain
confidence intervals.
Another possible alternative would be to use a GAM formulation. See e.g.
gam() in package "mgcv".
hth,
Z
I am new to R (as I've read in many questions), but I have most certainly
tried many things and am just getting frustrated with the lack of examples
for what I'd like to do with my data... I'd appreciate any insight. I can
also provide more information if I am not clear. Thanks in advance.
Julian
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