summary.nls
Summarizing Non-Linear Least-Squares Model Fits
summary
method for class "nls"
.
- Keywords
- models, regression
Usage
"summary"(object, correlation = FALSE, symbolic.cor = FALSE, ...)
"print"(x, digits = max(3, getOption("digits") - 3), symbolic.cor = x$symbolic.cor, signif.stars = getOption("show.signif.stars"), ...)
Arguments
- object
- an object of class
"nls"
. - x
- an object of class
"summary.nls"
, usually the result of a call tosummary.nls
. - correlation
- logical; if
TRUE
, the correlation matrix of the estimated parameters is returned and printed. - digits
- the number of significant digits to use when printing.
- symbolic.cor
- logical. If
TRUE
, print the correlations in a symbolic form (seesymnum
) rather than as numbers. - signif.stars
- logical. If
TRUE
, significance stars are printed for each coefficient. - ...
- further arguments passed to or from other methods.
Details
The distribution theory used to find the distribution of the standard errors and of the residual standard error (for t ratios) is based on linearization and is approximate, maybe very approximate.
print.summary.nls
tries to be smart about formatting the
coefficients, standard errors, etc. and additionally gives
significance stars if signif.stars
is TRUE
.
Correlations are printed to two decimal places (or symbolically): to
see the actual correlations print summary(object)$correlation
directly.
Value
-
The function
- residuals
- the weighted residuals, the usual residuals
rescaled by the square root of the weights specified in the call to
nls
. - coefficients
- a $p x 4$ matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.
- sigma
- the square root of the estimated variance of the random error $$\hat\sigma^2 = \frac{1}{n-p}\sum_i{R_i^2},$$ where $R[i]$ is the $i$-th weighted residual.
- df
- degrees of freedom, a 2-vector $(p, n-p)$. (Here and elsewhere $n$ omits observations with zero weights.)
- cov.unscaled
- a $p x p$ matrix of (unscaled) covariances of the parameter estimates.
- correlation
- the correlation matrix corresponding to the above
cov.unscaled
, ifcorrelation = TRUE
is specified and there are a non-zero number of residual degrees of freedom. - symbolic.cor
- (only if
correlation
is true.) The value of the argumentsymbolic.cor
.
summary.nls
computes and returns a list of summary
statistics of the fitted model given in object
, using
the component "formula"
from its argument, plus
See Also
The model fitting function nls
, summary
.
Function coef
will extract the matrix of coefficients
with standard errors, t-statistics and p-values.
Community examples
Looks like there are no examples yet.