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Re: question on nls

To: Tropmedres <pan@tropmedres.ac>
Subject: Re: question on nls
From: Spencer Graves <spencer.graves@pdf.com>
Date: Wed, 03 Mar 2004 16:19:07 -0800
Cc: s-news@wubios.wustl.edu
In-reply-to: <EFEJLNLKAKPNHGMMHAKJEEEFCAAA.pan@tropmedres.ac>
References: <EFEJLNLKAKPNHGMMHAKJEEEFCAAA.pan@tropmedres.ac>
User-agent: Mozilla/5.0 (Windows; U; Windows NT 5.0; en-US; rv:1.4) Gecko/20030624 Netscape/7.1 (ax)
Recall that nls assumes normal, independent errors. Thus, the likelihood is

prod( (1/(sigma*sqrt(2*pi))*exp(-0.5*(resid[i]/sigma)^2)).
Therefore, the log(likelihood) is

(-0.5)*( N*log(2*pi*sigma^2) + sum(resid[i]^2)/sigma^2). You can somehow get the MLE of "sigma", plug this into this formula, and get the log(likelihood). The AIC is (-2)*(log(likelihood)+k), where k = number of parameters estimated, including sigma. I don't know the simplest way to get this, and I don't have time to play with it, but ?nls contains a pointer to ?nls.object. The latter says it has a component "residuals". From this, you can compute "sigma" = sum(residuals^2)/N, where N = total number of observations. NOTE: You want to use the MLE here, not (N-k) for the unbiased estimate. There is probably a much easier way to get this, but I can't think of it right now. hope this helps. spencer graves

Tropmedres wrote:

Hello

I am doing the curve fitting using the non-linear regression (nls). I am not
sure how to select the best model when I cannot get the AIC as in usual lm,
glm, gam model. I cannot use the stepAIC function from the MASS library
neither. For the nested models I have been using 'anova.nls with test=chisq'
but what about the non-nested models?

Thank you in advance

Wirichada

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