Is the nls() algorithm based on a weighted non-linear least squares -- I noticed you mentioned a weighted gradient matrix?
Glenn Katharine Mullen wrote: >sorry, the below should read: > > A QR decomposition is done on the weighted gradient matrix; if the > > >>estimate of the rank that results is less than min( the number of >> >> >columns in > > >>the gradient (the number of nonlinear parameters), the >> >> >number > > >>of rows (the number of observations) ) , nls stops. >> >> > >so you look at the number of observations, and the number of parameters, >and take the smaller of the two. if the estimated rank of the weighted >gradient is small than this number, you stop. > >On Fri, 28 Mar 2008, Katharine Mullen wrote: > > > >>A QR decomposition is done on the weighted gradient matrix; if the >>estimate of the rank that results is less than the number of columns in >>the gradient (the number of nonlinear parameters), or less than the number >>of rows (the number of observations), nls stops. >> >>You can see the calls in the source code of nlsModel >>(https://svn.r-project.org/R/trunk/src/library/stats/R/nls.R). >> >>On Fri, 28 Mar 2008, glenn andrews wrote: >> >> >> >>>//Referring to the response posted many years ago, copied below, what >>>is the specific criterium used for singularity of the gradient matrix? >>>Is a Singular Value Decomposition used to determine the singular >>>values? Is it the gradient matrix condition number or some other >>>criterion for determining singularity? >>>// >>> >>>//Glenn >>>// >>> >>>/ >>>/ >>> >>>/> What does the error 'singular gradient' mean during a nonlinear >>>regression? / >>> >>>The gradient matrix to which the message refers is the derivative of >>>the vector of predicted values with respect to the vector of >>>parameters at the current parameter estimates. If you have 20 >>>observations and three parameters, this will be a matrix with 20 rows >>>and three columns. >>> >>>For the model to be estimable in a region of the current estimates, >>>this matrix must have full column rank. When it fails to have full >>>column rank the "singular gradient" message is given and the >>>iterations stop. >>> >>>Generally this indicates that the model is overparameterized or that >>>the starting estimates were poorly chosen. Try using trace = TRUE in >>>the call to nls and watching the progress of the iterations. This >>>will often show that the estimates are wandering into unreasonable >>>regions of the parameter space. >>> >>>-- >>>Douglas Bates [EMAIL PROTECTED] >>>Statistics Department 608/262-2598 >>>University of Wisconsin - Madison http://www.stat.wisc.edu/~bates/ >>><http://www.stat.wisc.edu/%7Ebates/> >>>-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- >>>r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html >>><http://www.ci.tuwien.ac.at/%7Ehornik/R/R-FAQ.html> >>>Send "info", "help", or "[un]subscribe" >>>(in the "body", not the subject !) To: [EMAIL PROTECTED] >>>_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._ >>> >>> >>> [[alternative HTML version deleted]] >>> >>>______________________________________________ >>>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. >>> >>> >>> >>______________________________________________ >>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. >> >> >> > > > ______________________________________________ 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.
