Nonlinear Regression - General

General

The data consist of error-free independent variables (explanatory variables), x, and their associated observed dependent variables (response variables), y. Each y is modeled as a random variable with a mean given by a nonlinear function f(x,β). Systematic error may be present but its treatment is outside the scope of regression analysis. If the independent variables are not error-free, this is an errors-in-variables model, also outside this scope.

For example, the Michaelis–Menten model for enzyme kinetics

can be written as

where is the parameter, is the parameter and is the independent variable, x. This function is nonlinear because it cannot be expressed as a linear combination of the s.

Other examples of nonlinear functions include exponential functions, logarithmic functions, trigonometric functions, power functions, Gaussian function, and Lorenz curves. Some functions, such as the exponential or logarithmic functions, can be transformed so that they are linear. When so transformed, standard linear regression can be performed but must be applied with caution. See Linearization, below, for more details.

In general, there is no closed-form expression for the best-fitting parameters, as there is in linear regression. Usually numerical optimization algorithms are applied to determine the best-fitting parameters. Again in contrast to linear regression, there may be many local minima of the function to be optimized and even the global minimum may produce a biased estimate. In practice, estimated values of the parameters are used, in conjunction with the optimization algorithm, to attempt to find the global minimum of a sum of squares.

For details concerning nonlinear data modeling see least squares and non-linear least squares.

Read more about this topic:  Nonlinear Regression

Famous quotes containing the word general:

    I never saw any people who appeared to live so much without amusement as the Cincinnatians.... Were it not for the churches,... I think there might be a general bonfire of best bonnets, for I never could discover any other use for them.
    Frances Trollope (1780–1863)

    Why not draft executive and management brains to prepare and produce the equipment the $21-a-month draftee must use and forget this dollar-a-year tommyrot? Would we send an army into the field under a dollar-a-year General who had to be home Mondays, Wednesdays and Fridays?
    Lyndon Baines Johnson (1908–1973)

    A poet’s object is not to tell what actually happened but what could or would happen either probably or inevitably.... For this reason poetry is something more scientific and serious than history, because poetry tends to give general truths while history gives particular facts.
    Aristotle (384–323 B.C.)