[R] inverse prediction intervals for nonlinear least squares

From: Brian S Cade <brian_cade_at_usgs.gov>
Date: Sat 07 Jan 2006 - 02:44:06 EST

I'm trying to help several of our scientists with constructing inverse prediction intervals for models estimated with nonlinear least squares. So for example, we might estimate mean of y from a 4 parameter logistic function of x [e.g., using SSfpl in nls()], but then want to estimate a prediction interval for x estimated from y (calibration problem, inverse prediction). I've done some searching of R archives and found the nlscal() function in package quantchem but this only seems to provide inverse estimates not intervals (although quantchem does have a function for inverse prediction intervals of linear models). Is anyone aware of another function or package in R that will provide for inverse prediciton intervals for nonlinear least squares? I will confess that I'm not cognizant of whether there is well developed, accessible theory for inverse prediction intervals in the nonlinear model.


Brian S. Cade

U. S. Geological Survey
Fort Collins Science Center
2150 Centre Ave., Bldg. C
Fort Collins, CO 80526-8818

email: brian_cade@usgs.gov
tel: 970 226-9326

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