[R] Non-linear regression/Quantile regression

Gabor Grothendieck ggrothendieck at gmail.com
Tue Jun 9 19:31:45 CEST 2009


The coefficients are different but the predictions are the same.

On Tue, Jun 9, 2009 at 12:41 PM, Greg Snow<Greg.Snow at 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.snow at imail.org
> 801.408.8111
>
>
>> -----Original Message-----
>> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
>> project.org] On Behalf Of despaired
>> Sent: Tuesday, June 09, 2009 9:59 AM
>> To: r-help at 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, despaired<meyfarth at 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 at 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 at 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 at 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 at 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.
>




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