Grokbase Groups R r-help May 2011
FAQ
I am trying to find a confidence band for a fitted non-linear curve. I
see that the predict.nls function has an interval argument, but a
previous post indicates that this argument has not been implemented. Is
this still true? I have tried various ways to extract the interval
information from the model object without success. My code is:

Model.predict <- predict(My.nls.model, se.fit=TRUE, interval =
"confidence", level = 0.95) ,

where My.nls.model is an nls object, I was able to extract the
predictions okay.


Thank you for your help.
Penny.

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  • Uwe Ligges at May 8, 2011 at 2:32 pm
    Much quicker than asking for help on the list is to read the help file
    (which you have been asked to do in the posting guide you hopefully read).

    ?predict.nls tells us:

    "interval A character string indicating if prediction intervals or a
    confidence interval on the mean responses are to be calculated. At
    present this argument is ignored."

    Best,
    Uwe Ligges



    On 07.05.2011 06:17, Penny Bilton wrote:
    I am trying to find a confidence band for a fitted non-linear curve. I
    see that the predict.nls function has an interval argument, but a
    previous post indicates that this argument has not been implemented. Is
    this still true? I have tried various ways to extract the interval
    information from the model object without success. My code is:

    Model.predict <- predict(My.nls.model, se.fit=TRUE, interval =
    "confidence", level = 0.95) ,

    where My.nls.model is an nls object, I was able to extract the
    predictions okay.


    Thank you for your help.
    Penny.

    ______________________________________________
    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.
  • Gabor Grothendieck at May 8, 2011 at 2:46 pm

    On Sat, May 7, 2011 at 12:17 AM, Penny Bilton wrote:
    I am trying to find a confidence band for a fitted non-linear curve. I see
    that the predict.nls function has an interval argument, but a previous post
    indicates that this argument has not been implemented. ?Is this still true?
    I have tried various ways to extract the interval information from the model
    object without success. My code is:

    Model.predict <- ?predict(My.nls.model, ?se.fit=TRUE, ?interval =
    "confidence", ?level = 0.95) ? ,

    where My.nls.model is an nls object, I was able to extract the predictions
    okay.
    You can get these intervals using nls2. The as.lm function has an
    nls method which returns the lm model tangent to an nls model and use
    can use predict.lm on that.
    library(nls2)
    fm <- nls(demand ~ SSasympOrig(Time, A, lrc), data = BOD)
    predict(as.lm(fm), interval = "confidence")
    fit lwr upr
    1 7.887451 3.701701 12.07320
    2 12.524979 8.219483 16.83047
    3 15.251674 11.813306 18.69004
    4 16.854870 13.668094 20.04164
    5 17.797489 14.026668 21.56831
    6 18.677578 13.393630 23.96153
    predict(as.lm(fm), interval = "prediction")
    fit lwr upr
    1 7.887451 -0.3349547 16.10986
    2 12.524979 4.2409738 20.80898
    3 15.251674 7.3833942 23.11995
    4 16.854870 9.0932340 24.61651
    5 17.797489 9.7783530 25.81663
    6 18.677578 9.8453897 27.50977
    Warning message:
    In predict.lm(as.lm(fm), interval = "prediction") :
    Predictions on current data refer to _future_ responses


    --
    Statistics & Software Consulting
    GKX Group, GKX Associates Inc.
    tel: 1-877-GKX-GROUP
    email: ggrothendieck at gmail.com
  • Laurent Rhelp at May 8, 2011 at 3:11 pm

    Le 07/05/2011 06:17, Penny Bilton a ?crit :
    I am trying to find a confidence band for a fitted non-linear curve. I
    see that the predict.nls function has an interval argument, but a
    previous post indicates that this argument has not been implemented.
    Is this still true? I have tried various ways to extract the interval
    information from the model object without success. My code is:

    Model.predict <- predict(My.nls.model, se.fit=TRUE, interval =
    "confidence", level = 0.95) ,

    where My.nls.model is an nls object, I was able to extract the
    predictions okay.


    Thank you for your help.
    Penny.

    ______________________________________________
    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.
    You can use the bootstrap methodology using the predicted values
    assessed through the N replications.
  • Ioanna at Feb 5, 2012 at 8:10 am
    How do you use bootstrap to estimate the confidence as well as the prediction
    intervals in nonlinear regression ?

    --
    View this message in context: http://r.789695.n4.nabble.com/plotting-confidence-bands-from-predict-nls-tp3505012p4358572.html
    Sent from the R help mailing list archive at Nabble.com.
  • Prof Brian Ripley at Feb 5, 2012 at 11:40 am

    On 05/02/2012 08:10, ioanna wrote:
    How do you use bootstrap to estimate the confidence as well as the prediction
    intervals in nonlinear regression ?
    With difficulty!

    There is far too little here to go on, and this seems an odd question
    unless it is homework (why dictate a problem-strewn method of solution
    if this is a real problem?)

    The real issue is how to bootstrap nonlinear regression, and you will
    find that discussed in all good books on the subject, such as Venables &
    Ripley and Davison & Hinkley. It is not trivial and the solutions are
    not altogether satisfactory ....
    --
    View this message in context: http://r.789695.n4.nabble.com/plotting-confidence-bands-from-predict-nls-tp3505012p4358572.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.

    --
    Brian D. Ripley, ripley at stats.ox.ac.uk
    Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
    University of Oxford, Tel: +44 1865 272861 (self)
    1 South Parks Road, +44 1865 272866 (PA)
    Oxford OX1 3TG, UK Fax: +44 1865 272595
  • Ioanna at Feb 5, 2012 at 11:59 am
    It is not homework. My problem is this: I used nonlinear regression to fit a lognormal cumulative distribution to the probability of a buildings' collapse against a measure of seismic intensity. I am able to obtain the asymptotic confidence intervals. I am not , however, certain that they are accurate and I wonder whether a bootstrap or even a Monte carlo could improve their accuracy. You see I want a realistic represntation of the confidence intervals as I need to propagate it further in the risk assessment. Perhaps I m wrong. Could you please enlighten me?

    Yanna
    Date: Sun, 5 Feb 2012 03:42:05 -0800
    From: ml-node+s789695n4358800h16@n4.nabble.com
    To: ii54250@msn.com
    Subject: Re: plotting confidence bands from predict.nls


    On 05/02/2012 08:10, ioanna wrote:

    How do you use bootstrap to estimate the confidence as well as the prediction
    intervals in nonlinear regression ?

    With difficulty!


    There is far too little here to go on, and this seems an odd question

    unless it is homework (why dictate a problem-strewn method of solution

    if this is a real problem?)


    The real issue is how to bootstrap nonlinear regression, and you will

    find that discussed in all good books on the subject, such as Venables &

    Ripley and Davison & Hinkley. It is not trivial and the solutions are

    not altogether satisfactory ....

    --
    View this message in context: http://r.789695.n4.nabble.com/plotting-confidence-bands-from-predict-nls-tp3505012p4358572.html
    Sent from the R help mailing list archive at Nabble.com. >
    ______________________________________________
    [hidden email] 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.


    --

    Brian D. Ripley, [hidden email]

    Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
    University of Oxford, Tel: +44 1865 272861 (self)

    1 South Parks Road, +44 1865 272866 (PA)

    Oxford OX1 3TG, UK Fax: +44 1865 272595


    ______________________________________________

    [hidden email] mailing list

    https://stat.ethz.ch/mailman/listinfo/r-help
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