Use this tag only for regression models (q.v.) in which the response is a nonlinear functions of the *parameters* (not because it's a nonlinear function of the *predictors*).

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Why are the marketing-mix variables measured as period to period percent changes in the generalized bass model?

In the paper Why the Bass Model Fits without Decision Variables, Bass et al. extend the Bass model of product diffusion to incorporate marketing mix variables. For example, if the forecaster ...
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46 views

Contribution of a term in a fraction

I have a value $$v=\frac{A_2+B_2+C_2}{A_1+B_1+C_1}.$$ I want to estimate the contribution of $A_2/A_1$ to $v$. I know it is not possible to mathematically derive $A_2/A_1$ out of $v$. My question ...
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45 views
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23 views

How to estimate nonlinear equation in R [closed]

I'm trying to estimate the below nonlinear equation in R using the "Stats" package: Unfortunately, I keep receiving this error: ...
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16 views

Linear model in R. Basics; how to read and understand the table [duplicate]

I am asked to fit a linear model for some data that my teacher has given. The first 5 lines of the R code is given by my teacher. X1 has 4 kind of outcome (1, 2, 3 and 4) and x2 has 6. I believe I ...
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9 views

Under the latent variable formulation, can we use the Tobit model for count or categorical dependent variables?

Suppose we are using the Latent Variable Formulation (i.e. not the Generalized Linear Modeling) for a multiple regression model: Can the Tobit model be used if the dependent variable is not ...
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36 views

which model is better when conducting linear regression

I am doing a regression on two variables x and y. And I have two approaches: assume the mean of y is in the form: $g(x;\alpha,\beta)=\alpha \rm{exp}(\beta x)$. Then use least squares solution to ...
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2answers
135 views

Granger causality and non-linear regression

I’m new to Granger Causality concept. I know that the “Granger causality” is a statistical concept of causality that is based on prediction. According to Granger causality, if a time series X ...
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42 views

Self-Starting Nonlinear Regression Model

In the following two nonlinear regression models, is it possible for the dependent variable (y) or the independent variable (x) to be negative? \begin{align} y &= φ_1 \exp[-\exp(φ_2)x] + φ_3 ...
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37 views

Gaussian processes and kernels

What is the difference between Gaussian process regression and non-parametric regression using kernels? I think that there is some connection between the two, however my main question is if we can ...
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46 views

Exponential regression and focus on small values

I have a set of data with 3 numeric variables: X, Y and Z. I have access to data with 15 ...
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10 views

Use for categorizing fixed effects that are non-linearly related to the response variable in mixed model?

So I'm pretty new to this and am a bit confused: I have a model in which some fixed effects are not linearly related to the response variable. Thus I have included the square/cubed version of the ...
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46 views

Curve Fit with logarithmic Regression in Python

I need to find a model which best fits my data. It's look like this: So I thought about logarithmic regression. But when I try to make a simple fit in python I get the following result: My code ...
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2answers
55 views

What algorithm should I try to predict number of tweets

Background I have been collecting data of each tweet being sent out for each article. The data is like this. created_at, user_id, article_id xxx, x, x y, y, y ...
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35 views

Fitting a non-linear model where observations at each time are random variables drawn from a different (non-Gaussian) distribution

I have a non-linear (and not clearly linearizable) function of a few parameters that models a response over an independent variable (time): $$ f(t;\lambda_1,\lambda_2,\lambda_3). $$ The function $f$ ...
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15 views

Regression with an intervention with delayed effect on the outcome

Suppose we follow the number of visits of a hospital during a certain time. At a defined date a policy changes (intervention) and we would like to know if the policy has an effect on the number of ...
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9 views

Can I run a system of equations (3SLS) with one linear and one nonlinear regression?

I am investigating determinants of investments (in mio. $) in a sector and determinants of technology developments (patent count) in the same sector. The study is a panel study over 50 countries and ...
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43 views

Time Series analysis with multiple number of features

I'm taking my first steps in data mining while working on a student project. I'd appreciate any leads on the following: I have a data set with the following properties: a set of Features columns ...
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222 views

Why is it important to make a distinction between “linear” versus “non-linear” regression?

What is the importance of the distinction between linear and non-linear models? The question Nonlinear vs. generalized linear model: How do you refer to logistic, Poisson, etc. regression? and its ...
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50 views

How to select regression algorithm for noisy (scattered) data?

I am going to do regression analysis with multiple variables. In my data I have n = 23 features and m = 13000 training examples. Here is the plot of my training data (area of houses against price): ...
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17 views

Bi-exponential or Monoexponential Model and Gompertz model [duplicate]

Please i need information like definitions,formulas and properties about Biexponential and Gompertz models can any one give me names of popular books and thesis. I really tried but i couldn't find ...
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39 views

Stata estimation of Panel Smooth Transition Regression

I would like to estimate a nonlinear panel regression using the Panel Smooth Transition method proposed by Gonzales, Terasvirta and Van Dijk (see link) I would like to do it in Stata, but I am stuck ...
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40 views

Biexponential Model and Gompertz Model

Is there any one can give me some information about Biexponential and Gompertz Models ??? the models are y_i=ϕ_1 exp⁡[-exp⁡(ϕ_2 )x]+ϕ_3 exp⁡[-exp⁡(ϕ_4 )x] y_i=ϕ_1 exp⁡〖(ϕ_2 x^(ϕ_3 ))〗 i need ...
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8 views

NeweyWest Estimator for a nonlinear regression in Matlab

I am trying to estimate a NeweyWest standard error for a nonlinear regression model, is there any package to solve it? I know how to do it for OLS, however, for nonlinear regression, it seems to be a ...
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1answer
19 views

Exponential Regression with x outside of exponential

I am trying to do exponential regression by matrix notation, and I am trying to figure out to create my $\mathbf{X}$ matrix to fit my model. I know that I need to use a model function of the form $c_1 ...
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19 views

How many groups to use in Hosmer and Lemeshow test?

in the programs I know (i.e. R statistics) the default numbers of groups to use in Hosmer and Lemeshow test (goodness-of-fit for models, especially logistic regression) is set to 10. I wonder why or ...
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Effect of covariates distribution on linear regression

If the covariates $X_1,X_2$ are distributed as follows, what effect does it have on the linear model $y = \beta_0 + \beta_1 X_1 + \beta_2 X_2$ $X_1,X_2$ do not seem to exhibit a strong correlation, ...
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10 views

About locally linear regression (as a nonparameter regression)

I use package loess in R to build a local linear regression model, but loess can only predict the data that is in the range of training data, when the new data is outside of the range of training ...
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41 views

Incidental parameter problem

I always struggle to get the true essence of the incidental parameter problem. I read in several occasions that the fixed effects estimators of nonlinear panel data models can be severely biased ...
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1answer
73 views

questions with fitting a dose response curve using drc package in r

I am trying to use the drm function in drc package to fit a 4 PL or 3PL curve for an assay response. Please see the listed data ...
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1answer
67 views

How to measure the goodness-of-fit of a nonlinear model?

Well… I did search for a while before asking and noticed perhaps my question itself has something basically wrong after reading this and this but still not sure so decided to cry out loud :). As ...
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24 views

Visreg-package in R / interpretation of the output of glm

I thought I've understood the output of the logistic regression in R (also I learned a lot through stackexchange), but somehow my vizualization tells me something different. The output of the glm in R ...
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57 views

non-linear regression predictions goodness of fit

I have a non-linear model that, given some parameters and the initial state of the system can predict the outcome of this system after t times. I had train my model using some data and I'm now trying ...
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23 views

Avearge Partial Effects for discrete variables

I have individual specific variables that are both categorical and numeric, i have calculated the marginal effects for continuous variables where the mean is used, how do i calculate the Average ...
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2answers
69 views

Getting the right starting values for an nls model in R

I'm trying to fit a simple power law model to a data set that is as follows: mydf: ...
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18 views

different weights 0 and 1 in logitsic regression in R [duplicate]

I have three questions about the assumptions of the logistic regression: I read that the percentages of zeros and ones should be equal. If there's a data set where one of them is abundand, i.e. ...
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2answers
108 views

how to fit pdf of known form to data

I have a set $X$ of 1000 data points. I know the PDF has a certain form, but there are two constant parameters for which I need to derive values in order to bet fit the data. Is there an established ...
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1answer
35 views

Combining additive and multiplicative effects in logistic regression

I want to figure out how to do a logisitc regression (alternatively GLM w/ logit link) where some featured affect the output linearly (additively) while others affect it multiplicatively. That is, ...
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9 views

Statistic test for outcome variable [User ID] and independent variables [Discrete Data ]

In here, I want to ask about how to find the relationship between independent variables which are discrete data with outcome variable which is user ID?. Actually, I already read some reference from ...
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15 views

nnet vs glmer for multilevel logit

I have data where I'm interested in the effect of treatment on individual decisions: Options 1, 2, & 3. Individuals made multiple decisions (level 1) in groups (level 2). I want to know the ...
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Relationship between R^2 and sum of squared errors in non-linear models

I'm reading from different sources (whuber's answer on R^2, another source) that when using R^2 one needs to be careful with regard to interpretation - both in linear and non-linear models. In ...
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0answers
25 views

Interpolating missing time-series data

I have time-series for creatinine levels in patients, which has missing samples, due to patients' irregular visits to doctors. The figure below represents the time-series for a patient. Task: I ...
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Problems in finding outliers and leverage points in non-linear regression

I'm implementing diagnostic of non-linear regression model $(y=ax^b)$. I'm trying to find out where outliers and leverage points in my model ...
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1answer
78 views

what does “hessian is singular mean” in SAS proc nlin

Im trying to fit a power addictive nonlinear model, and keep getting a message in the results that convergence criterion met but hessian is singular. What does this mean? also in the correlation ...
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9 views

how to transmorm individual variables (SAS)

I have a dataset with 10 variables, and Im attempting to run proc nlin. For finding the starting values, I know that I have to use transformations. I also know that the transformations are going to be ...
2
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1answer
119 views

How to estimate a nonlinear equation system in R?

I have trouble finding the right packages and methods to estimate a system of three nonlinear equations with cross-equation restrictions using R. I want to estimate the parameters of a CES production ...
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1answer
137 views

Using IV Probit in Stata

I am trying to estimate an IV model where my dependent variable is on the 0-1 scale, which is why I want a Probit estimator. However, my independent variable is a continuous, endogenous variable. For ...
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1answer
56 views

How to fit a regression model for data like this

I'm new to R and linear regression but would like to fit a model to the following data set to investigate the trend between the X (generation) and Y (price) variables. I tried a straight line linear ...
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15 views

Literature on a (partially) non linear problem

I have the following model for my data vector $d = M(\beta) \theta + n$, where the matrix $M$ is a function of a vector of parameters $\beta$, $\theta$ is a parameter vector and $n$ is a Gaussian ...
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Extracting parameters from a curve with only eight points

I have designed a study where I measure people's frustration level after each of eight sequential events, and afterwards measure an additional variable that I think will be predicted by various ...