[R] Confidence intervals for predicted values in nls

Alberto Murta amurta at ipimar.pt
Fri Jun 4 17:39:47 CEST 2004


Parece que não tiveste grandes ajudas. Eu se fosse a ti fazia isso com um 
bootstrap bem planeado

Alberto


On Thursday 03 June 2004 21:22, Prof Brian Ripley wrote:
> On Thu, 3 Jun 2004, Cristina Silva wrote:
> > I have tried to estimate the confidence intervals for predicted values of
> > a nonlinear model fitted with nls. The function predict gives the
> > predicted values and the lower and upper limits of the prediction, when
> > the class of the object is lm or glm. When the object is derived from
> > nls, the function predict (or predict.nls) gives only the predicted
> > values. The se.fit and interval aguments are just ignored.
>
> Thre are no such arguments either to the generic function nls() nor its
> "nls" method.  Please do read the documentation!
>
> > Could anybody tell me how to estimate the confidence intervals for the
> > predicted values (not the model parameters), using an object of class
> > nls?
>
> First you need to understand how to do this in theory: thereafter it is a
> programming task.  Hint: to find a confidence region for the parameters is
> not at all easy, as the examples in MASS (the book) and elsewhere show,
> and there is no guarantee that the confidence region for the prediction
> will be a single interval.

-- 
                                         Alberto G. Murta
Institute for Agriculture and Fisheries Research (INIAP-IPIMAR) 
Av. Brasilia, 1449-006 Lisboa, Portugal | Phone: +351 213027062
Fax:+351 213015948 | http://ipimar-iniap.ipimar.pt/pelagicos/




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