Roger Coppock <rcoppock <at> cox.net> writes: > > When will "R" implement the "se.fit" option to the > predict.nls() function? Is there some schedule? >
I think this is unlikely to happen, ever (sorry). The exact method for finding confidence intervals on nonlinear fits would be to compute likelihood profiles for each prediction, which would be rather tedious. Another reasonable approach would be to use bootstrapping (see linked r-help thread below). An approximate approach would be to use the delta method. The nlstools package might be useful. >From https://stat.ethz.ch/pipermail/r-help/2008-November/179658.html : Brian Ripley said in that thread: > In general using the delta method (which is I guess what you mean, > local linearization via derivatives) is nowhere near accurate enough to be > useful. That's why it has not been done on several occasions in the > past. If you think it might be, see ?delta.method in package alr3. > I would suggest using simulation/bootsrapping to explore the > uncertainty. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
