From: Nicholas Lewin-Koh <nikko_at_hailmail.net>

Date: Sat 23 Jul 2005 - 04:26:40 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jul 23 04:40:07 2005

Date: Sat 23 Jul 2005 - 04:26:40 EST

Hi,

An approximate prediction interval for f(x,b) from Rupert and Carrol
(1988) on pg 53

define q^2=g^2((f(x0,b),x0,a) + 1/N f'b(x0,b)^T S^-1 f'b(x0,b)

where g is the variance function and f'b is the derivative in terms of b
evaluted at x0

and S is

S=(1/N) Sum(1,N) f'b(xi,b)f'b(xi,b)^T/g^2((f(xi,b),a)

and the interval is defined at f(x0,b)+/- t(N-p,alpha/2) sqrt(sigma^2 q^2)

My question is if I were to fit the model fit<-gnls(y~SSlogis(x,Asymp,xmid,scal),data=foo, weights=varPower)

is attr(fit$parAssign,"varBetaFact") the correct quantity to use for
S^-1? or is (fit$dim$N/fit$sigma^2)*fit$VarBeta.
I looked in Pinero and Bates chapter 7.5 but i could not figure out
exactly how

varBeta is estimated in gnls. A pointer to a reference or some guidance
would be very helpful.

Thanks

Nicholas

PS Sorry for the sloppy notation, email is not latex

On Tue, 19 Jul 2005 11:48:18 -0500, "Douglas Bates" <dmbates@gmail.com>
said:

*> On 7/19/05, Nicholas Lewin-Koh <nikko@hailmail.net> wrote:
**> > Hello,
**> > I am writing a set of functions to do prediction and calibration
**> > intervals
**> > for at least the subset of selfstarting models if not some more general
**> > ones.
**> >
**> > I need to be able to extract the varFunction from a fit object
**> > and evaluate it at a predicted point. Are there any examples around?
**> >
**> > Also in a self start model, say SSlogis, how would I get the gradient
**> > at a point?
**>
**> I think that the output of
**>
*

> example(SSlogis)

*>
**> should answer that question for you.
*

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jul 23 04:40:07 2005

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