On 20-03-2012, at 15:36, FU-WEN LIANG wrote: > On Tue, Mar 20, 2012 at 4:24 AM, Berend Hasselman <b...@xs4all.nl> wrote: >> >> >> On 20-03-2012, at 01:01, FU-WEN LIANG wrote: >> >>> Dear R-users, >>> >>> I use the "nleqslv" function to get parameter estimates by solving a >>> system >>> of non-linear equations. But I also need standard error for each of >>> estimates. I checked the nleqslv manual but it didn't mention about SE. >>> Is there any way to get the SE for each estimate? >> >> nleqslv is for solving a nonlinear system of equations. Only that. >> If you provide a system of equations for determining standard errors then >> nleqslv might be able to solve that system. >> You can use nleqslv to investigate the sensitivity of a solution wrt >> changes in parameters. >> >> Berend >> > > Thank you very much for your advice, Berend. > Would you please give me a hint about "the sensitivity of a solution > wrt changes in parameters"? What statistics can we use?
Suppose you have a system of two equations and this system depends on two parameters A and B. You have solved the system for specific values of A and B. Then you can vary A and B see how the solution changes. How that could or might be translated to SE's I really wouldn't know. A measure of the sensitivity could be the (relative change of a norm of the solution) / (relative change of a parameter). Berend ______________________________________________ R-help@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.
