[R] Constrained non linear regression using ML

Corrado ct529 at york.ac.uk
Wed Mar 17 11:01:45 CET 2010


Dear Gabor, dear R users,

I had already read the betareg documentation. As far as I can understand 
from the help, it does not allow for constrained regression.

Regards


Gabor Grothendieck wrote:
> Check out the betareg package.
>
> On Tue, Mar 16, 2010 at 2:58 PM, Corrado <ct529 at york.ac.uk> wrote:
>   
>> Dear R users,
>>
>> I have to fit the non linear regression:
>>
>> y~1-exp(-(k0+k1*p1+k2*p2+ .... +kn*pn))
>>
>> where ki>=0 for each i in [1 .... n] and pi are on R+.
>>
>> I am using, at the moment, nls, but I would rather use a Maximum Likelhood
>> based algorithm. The error is not necessarily normally distributed.
>>
>> y is approximately beta distributed, and the volume of data is medium to
>> large (the y,pi may have ~ 40,000 elements).
>>
>> I have studied the packages in the task views Optimisation and Robust
>> Statistical Methods, but I did look like what I was looking for was there.
>> Maybe I am wrong.
>>
>> The nearest thing was nlrob, but even that does not allow for constraints,
>> as far as I can understand.
>>
>> Any suggestion?
>>
>> Regards
>>
>> --
>> Corrado Topi
>> PhD Researcher
>> Global Climate Change and Biodiversity
>> Area 18,Department of Biology
>> University of York, York, YO10 5YW, UK
>> Phone: + 44 (0) 1904 328645, E-mail: ct529 at york.ac.uk
>>
>> ______________________________________________
>> 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.
>>
>>     


-- 
Corrado Topi
PhD Researcher
Global Climate Change and Biodiversity
Area 18,Department of Biology
University of York, York, YO10 5YW, UK
Phone: + 44 (0) 1904 328645, E-mail: ct529 at york.ac.uk



More information about the R-help mailing list