[R] Determining Starting Values for Model Parameters in Nonlinear Regression

Ben Bolker bbo|ker @end|ng |rom gm@||@com
Sun Aug 20 01:19:53 CEST 2023


   Adding one more method:

glm(y~ x1 + x2 + x3 - 1, family = gaussian(link = "inverse"), data = mydata)

   will fit the exact model (including the desired error structure). 
The default GLM starting values usually work OK, but it is true that 
inverse-links can sometimes be more finicky than more typical links.	

On 2023-08-19 6:48 p.m., John Fox wrote:
> Dear John, John, and Paul,
> 
> In this case, one can start values by just fitting
> 
>  > lm(1/y ~ x1 + x2 + x3 - 1, data=mydata)
> 
> Call:
> lm(formula = 1/y ~ x1 + x2 + x3 - 1, data = mydata)
> 
> Coefficients:
>       x1       x2       x3
> 0.00629  0.00868  0.00803
> 
> Of course, the errors enter this model differently, so this isn't the 
> same as the nonlinear model, but the regression coefficients are very 
> close to the estimates for the nonlinear model.
> 
> Best,
>   John
>



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