confidence intervals for y predicted in non linear regression
On Tue, 4 Dec 2007, Florencio Gonz?lez wrote:
Hi, I?m trying to plot a nonlinear regresion with the confidence bands for the curve obtained, similar to what nlintool or nlpredci functions in Matlab does, but I no figure how to. In nls the option is there but not implemented yet. Is there a plan to implement the in a relative near future?
No (and it is confidence intervals not confidence bands that are unimplemented, and have been for years). Doing what you ask (confidence bands) is very tricky indeed to do accurately (and is not what nlpredci says it does), and even accurate pointwise confidence intervals are problematic. See MASS4 sections 8.4/5 and its on-line complements for some details about why even confidence intervals for parameters are frequently tricky in non-linear models. You could use resampling methods: see the reference in the previous paragraph.
Thanks in advance, Florencio [[alternative HTML version deleted]]
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595