On Mon, 3 Nov 2008, Ben Bolker wrote:
Christoph Scherber <Christoph.Scherber <at> agr.uni-goettingen.de> writes:
Dear all,
Is there a way to retrieve standard errors from nls models?
The help page tells me that arguments
such as se.fit are ignored...
Many thanks and best wishes
Christoph
I have written some reasonably generic
delta-function code that can in principle
do this. I have been thinking about contributing it, if R-core
thinks it's worthwhile, but I haven't gotten around to incorporating
it into a version of predict.nls yet. In the meantime, if you
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.
There is an example in MASS of doing so (and that illustrates some of the
pitfalls).
install the emdbook package and look at ?deltavar, you may
be able to get that to work for you ... (if not, get back in
touch & I'll try to help -- maybe this will be the impetus
to develop that code a bit more).
cheers
Ben Bolker
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Brian D. Ripley, [EMAIL PROTECTED]
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