[19061] in s-news-athena
Re: [S] Fw: nlregb inquiry
daemon@ATHENA.MIT.EDU (Prof Brian Ripley)
Fri Aug 27 11:55:36 1999
Date: Fri, 27 Aug 1999 16:48:43 +0100 (BST)
From: Prof Brian Ripley <ripley@stats.ox.ac.uk>
To: Ken Reckhow <reckhow@duke.edu>
Cc: s-news@wubios.wustl.edu
In-Reply-To: <01bef09e$9b08d960$1a3a0398@pinus.env.duke.edu>
Message-Id: <Pine.GSO.4.05.9908271647360.9555-100000@toucan.stats>
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On Fri, 27 Aug 1999, Ken Reckhow wrote:
>
>
>
> >
> >I am using the nlregb routine for parameter estimation for a nonlinear
> >function and would like to know the covariance matrix of the parameter
> >estimates. The source code includes commented-out lines that would
> >return the covariance matrix, but the matrix apparently is not created in
> >the routine. Does anyone have any insights as to how to use this routine
> >to obtain the covariance matrix? I realize that a similar routine nls
> >returns this information, however it will not work for my problem because
> >of encountering singularities in the function. Any help would be
> >appreciated.
Look at vcov.nlregb in library MASS (lib.stat.cmu.edu/S/MASS3 looks the
nearest mirror to you).
--
Brian D. Ripley, ripley@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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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