Tests of statistical significance and/or confidence intervals for individual parameters in nonlinear regression are often meaningless and misguided. Nonlinear regression is **inherently** different than linear regression. It may make no physical sense whatever to eliminate *any* of the parameters describing, say, a series of interrelated chemical interactions. Determining what sequence of "nested" models to consider (which is the only thing that makes sense) is typically difficult and subject specific. Finally, statistical inference for nonlinear models is almost never exact, and the standard (e.g. likelihood based) approximations can be way off for small samples and certain data configurations.
As for references -- are you kidding?! There are tons of books and papers out there. As you did not provide your identity, we have no idea what line of work you're in -- but you might start by looking for tutorials on the subject pitched to your profession and level of statistical understanding. Google is your friend here. -- Bert Gunter Genentech Nonclinical Statistics -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of adam99 Sent: Wednesday, December 24, 2008 3:21 PM To: r-help@r-project.org Subject: [R] statistical significance, nonlinear regression I am using nonlinear regression to fit a couple of variables to a set of measurements. I would like to do some significance tests for the estimated parameters. I am able to check the confidence intervals using the Jacobian coming out of nonlinear regression. I do see in a paper which shows t-value (it says estimated by White method??), f-value, f-test, and j-test, are these available in matlab, or I could code them myself but I need details about these tests. I would be glad if you could provide a reference... Thanks -- View this message in context: http://www.nabble.com/statistical-significance%2C-nonlinear-regression-tp211 56969p21156969.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
