[R] Non-linear regression/Quantile regression
Hi, I'm relatively new to R and need to do a quantile regression. Linear quantile regression works, but for my data I need some quadratic function. So I guess, I have to use a nonlinear quantile regression. I tried the example on the help page for nlrq with my data and it worked. But the example there was with a SSlogis model. Trying to write dat.nlrq - nlrq(BM ~ I(Regen100^2), data=dat, tau=0.25, trace=TRUE) or dat.nlrq - nlrq(BM ~ poly(Regen100^2), data=dat, tau=0.25, trace=TRUE) (I don't know the difference) both gave me the following error message: error in getInitial.default(func, data, mCall = as.list(match.call(func, : no 'getInitial' method found for function objects Looking in getInitial, it must have to do something with the starting parameters or selfStart model. But I have no idea, what this is and how I handle this problem. Can anyone please help? Thanks a lot in advance! -- View this message in context: http://www.nabble.com/Non-linear-regression-Quantile-regression-tp23944530p23944530.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.
Re: [R] Non-linear regression/Quantile regression
Those are linear in the coefficients so try these: library(quantreg) rq1 - rq(demand ~ Time + I(Time^2), data = BOD, tau= 1:3/4); rq1 # or rq2 - rq(demand ~ poly(Time, 2), data = BOD, tau = 1:3/4); rq2 On Tue, Jun 9, 2009 at 10:55 AM, despairedmeyfa...@uni-potsdam.de wrote: Hi, I'm relatively new to R and need to do a quantile regression. Linear quantile regression works, but for my data I need some quadratic function. So I guess, I have to use a nonlinear quantile regression. I tried the example on the help page for nlrq with my data and it worked. But the example there was with a SSlogis model. Trying to write dat.nlrq - nlrq(BM ~ I(Regen100^2), data=dat, tau=0.25, trace=TRUE) or dat.nlrq - nlrq(BM ~ poly(Regen100^2), data=dat, tau=0.25, trace=TRUE) (I don't know the difference) both gave me the following error message: error in getInitial.default(func, data, mCall = as.list(match.call(func, : no 'getInitial' method found for function objects Looking in getInitial, it must have to do something with the starting parameters or selfStart model. But I have no idea, what this is and how I handle this problem. Can anyone please help? Thanks a lot in advance! -- View this message in context: http://www.nabble.com/Non-linear-regression-Quantile-regression-tp23944530p23944530.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.
Re: [R] Non-linear regression/Quantile regression
Hi, thanks, it works :-) But where is the difference between demand ~ Time + I(Time^2) and demand ~ poly(Time, 2) ? Or: How do I have to interpret the results? (I get different results for the two methods) Thank you again! Gabor Grothendieck wrote: Those are linear in the coefficients so try these: library(quantreg) rq1 - rq(demand ~ Time + I(Time^2), data = BOD, tau= 1:3/4); rq1 # or rq2 - rq(demand ~ poly(Time, 2), data = BOD, tau = 1:3/4); rq2 On Tue, Jun 9, 2009 at 10:55 AM, despairedmeyfa...@uni-potsdam.de wrote: Hi, I'm relatively new to R and need to do a quantile regression. Linear quantile regression works, but for my data I need some quadratic function. So I guess, I have to use a nonlinear quantile regression. I tried the example on the help page for nlrq with my data and it worked. But the example there was with a SSlogis model. Trying to write dat.nlrq - nlrq(BM ~ I(Regen100^2), data=dat, tau=0.25, trace=TRUE) or dat.nlrq - nlrq(BM ~ poly(Regen100^2), data=dat, tau=0.25, trace=TRUE) (I don't know the difference) both gave me the following error message: error in getInitial.default(func, data, mCall = as.list(match.call(func, : no 'getInitial' method found for function objects Looking in getInitial, it must have to do something with the starting parameters or selfStart model. But I have no idea, what this is and how I handle this problem. Can anyone please help? Thanks a lot in advance! -- View this message in context: http://www.nabble.com/Non-linear-regression-Quantile-regression-tp23944530p23944530.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. -- View this message in context: http://www.nabble.com/Non-linear-regression-Quantile-regression-tp23944530p23945900.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.
Re: [R] Non-linear regression/Quantile regression
Try `poly(Time, 2, raw=TRUE)' Here is an example: Time - runif(100) demand - 1 + 0.5 * Time - 1.2 * Time^2 + rt(100, df=4) rq1 - rq(demand ~ Time + I(Time^2), tau = 1:3/4) rq2 - rq(demand ~ poly(Time, 2, raw=TRUE), tau = 1:3/4) all.equal(c(rq1$coef), c(rq2$coef)) Ravi. --- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvarad...@jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of despaired Sent: Tuesday, June 09, 2009 11:59 AM To: r-help@r-project.org Subject: Re: [R] Non-linear regression/Quantile regression Hi, thanks, it works :-) But where is the difference between demand ~ Time + I(Time^2) and demand ~ poly(Time, 2) ? Or: How do I have to interpret the results? (I get different results for the two methods) Thank you again! Gabor Grothendieck wrote: Those are linear in the coefficients so try these: library(quantreg) rq1 - rq(demand ~ Time + I(Time^2), data = BOD, tau= 1:3/4); rq1 # or rq2 - rq(demand ~ poly(Time, 2), data = BOD, tau = 1:3/4); rq2 On Tue, Jun 9, 2009 at 10:55 AM, despairedmeyfa...@uni-potsdam.de wrote: Hi, I'm relatively new to R and need to do a quantile regression. Linear quantile regression works, but for my data I need some quadratic function. So I guess, I have to use a nonlinear quantile regression. I tried the example on the help page for nlrq with my data and it worked. But the example there was with a SSlogis model. Trying to write dat.nlrq - nlrq(BM ~ I(Regen100^2), data=dat, tau=0.25, trace=TRUE) or dat.nlrq - nlrq(BM ~ poly(Regen100^2), data=dat, tau=0.25, trace=TRUE) (I don't know the difference) both gave me the following error message: error in getInitial.default(func, data, mCall = as.list(match.call(func, : no 'getInitial' method found for function objects Looking in getInitial, it must have to do something with the starting parameters or selfStart model. But I have no idea, what this is and how I handle this problem. Can anyone please help? Thanks a lot in advance! -- View this message in context: http://www.nabble.com/Non-linear-regression-Quantile-regression-tp239 44530p23944530.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. -- View this message in context: http://www.nabble.com/Non-linear-regression-Quantile-regression-tp23944530p2 3945900.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.
Re: [R] Non-linear regression/Quantile regression
poly by default uses orthogonal polynomials which work better mathematically but are harder to interpret. See ?poly -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- project.org] On Behalf Of despaired Sent: Tuesday, June 09, 2009 9:59 AM To: r-help@r-project.org Subject: Re: [R] Non-linear regression/Quantile regression Hi, thanks, it works :-) But where is the difference between demand ~ Time + I(Time^2) and demand ~ poly(Time, 2) ? Or: How do I have to interpret the results? (I get different results for the two methods) Thank you again! Gabor Grothendieck wrote: Those are linear in the coefficients so try these: library(quantreg) rq1 - rq(demand ~ Time + I(Time^2), data = BOD, tau= 1:3/4); rq1 # or rq2 - rq(demand ~ poly(Time, 2), data = BOD, tau = 1:3/4); rq2 On Tue, Jun 9, 2009 at 10:55 AM, despairedmeyfa...@uni-potsdam.de wrote: Hi, I'm relatively new to R and need to do a quantile regression. Linear quantile regression works, but for my data I need some quadratic function. So I guess, I have to use a nonlinear quantile regression. I tried the example on the help page for nlrq with my data and it worked. But the example there was with a SSlogis model. Trying to write dat.nlrq - nlrq(BM ~ I(Regen100^2), data=dat, tau=0.25, trace=TRUE) or dat.nlrq - nlrq(BM ~ poly(Regen100^2), data=dat, tau=0.25, trace=TRUE) (I don't know the difference) both gave me the following error message: error in getInitial.default(func, data, mCall = as.list(match.call(func, : no 'getInitial' method found for function objects Looking in getInitial, it must have to do something with the starting parameters or selfStart model. But I have no idea, what this is and how I handle this problem. Can anyone please help? Thanks a lot in advance! -- View this message in context: http://www.nabble.com/Non-linear-regression-Quantile-regression- tp23944530p23944530.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. -- View this message in context: http://www.nabble.com/Non-linear- regression-Quantile-regression-tp23944530p23945900.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.
Re: [R] Non-linear regression/Quantile regression
The coefficients are different but the predictions are the same. On Tue, Jun 9, 2009 at 12:41 PM, Greg Snowgreg.s...@imail.org wrote: poly by default uses orthogonal polynomials which work better mathematically but are harder to interpret. See ?poly -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- project.org] On Behalf Of despaired Sent: Tuesday, June 09, 2009 9:59 AM To: r-help@r-project.org Subject: Re: [R] Non-linear regression/Quantile regression Hi, thanks, it works :-) But where is the difference between demand ~ Time + I(Time^2) and demand ~ poly(Time, 2) ? Or: How do I have to interpret the results? (I get different results for the two methods) Thank you again! Gabor Grothendieck wrote: Those are linear in the coefficients so try these: library(quantreg) rq1 - rq(demand ~ Time + I(Time^2), data = BOD, tau= 1:3/4); rq1 # or rq2 - rq(demand ~ poly(Time, 2), data = BOD, tau = 1:3/4); rq2 On Tue, Jun 9, 2009 at 10:55 AM, despairedmeyfa...@uni-potsdam.de wrote: Hi, I'm relatively new to R and need to do a quantile regression. Linear quantile regression works, but for my data I need some quadratic function. So I guess, I have to use a nonlinear quantile regression. I tried the example on the help page for nlrq with my data and it worked. But the example there was with a SSlogis model. Trying to write dat.nlrq - nlrq(BM ~ I(Regen100^2), data=dat, tau=0.25, trace=TRUE) or dat.nlrq - nlrq(BM ~ poly(Regen100^2), data=dat, tau=0.25, trace=TRUE) (I don't know the difference) both gave me the following error message: error in getInitial.default(func, data, mCall = as.list(match.call(func, : no 'getInitial' method found for function objects Looking in getInitial, it must have to do something with the starting parameters or selfStart model. But I have no idea, what this is and how I handle this problem. Can anyone please help? Thanks a lot in advance! -- View this message in context: http://www.nabble.com/Non-linear-regression-Quantile-regression- tp23944530p23944530.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. -- View this message in context: http://www.nabble.com/Non-linear- regression-Quantile-regression-tp23944530p23945900.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. __ 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.
