Hello there,
I want to perform a likelihood ratio test to check if a single exponential or a sum of 2 exponentials provides the best fit to my data. I am new to R programming and I am not sure if there is a direct function for doing this and whats the best way to go about it? #data x <- c(1 ,10, 20, 30, 40, 50, 60, 70, 80, 90, 100) y <- c(0.033823, 0.014779, 0.004698, 0.001584, -0.002017, -0.003436, -0.000006, -0.004626, -0.004626, -0.004626, -0.004626) data <- data.frame(x,y) Specifically, I would like to test if the model1 or model2 provides the best fit to the data- model 1: y = a*exp(-m*x) + c model 2: y = a*exp(-(m1+m2)*x) + c Likelihood ratio test = L(data| model1)/ L(data | model2) Any help would be most appreciated. Thanks in advance. Diviya [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. |
Hi Diviya,
Take a look at the lrtest function in the lmtest package: install.packages('lmtest) require(lmtest) ?lrtest HTH, Jorge On Sun, Jun 12, 2011 at 1:16 PM, Diviya Smith <> wrote: > Hello there, > > I want to perform a likelihood ratio test to check if a single exponential > or a sum of 2 exponentials provides the best fit to my data. I am new to R > programming and I am not sure if there is a direct function for doing this > and whats the best way to go about it? > > #data > x <- c(1 ,10, 20, 30, 40, 50, 60, 70, 80, 90, 100) > y <- c(0.033823, 0.014779, 0.004698, 0.001584, -0.002017, -0.003436, > -0.000006, -0.004626, -0.004626, -0.004626, -0.004626) > > data <- data.frame(x,y) > > Specifically, I would like to test if the model1 or model2 provides the > best > fit to the data- > model 1: y = a*exp(-m*x) + c > model 2: y = a*exp(-(m1+m2)*x) + c > > Likelihood ratio test = L(data| model1)/ L(data | model2) > > Any help would be most appreciated. Thanks in advance. > > Diviya > > [[alternative HTML version deleted]] > > ______________________________________________ > [hidden email] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. |
On Sun, 12 Jun 2011, Jorge Ivan Velez wrote:
> Hi Diviya, > > Take a look at the lrtest function in the lmtest package: > > install.packages('lmtest) > require(lmtest) > ?lrtest Yes, when you have to nls() fits, say m1 and m2, you can do lrtest(m1, m2) However, I don't think that both m1 and m2 can be identified in y = a * exp(-(m1+m2) * x) + c Unless I'm missing something only the sum (m1+m2) is identified anyway. Best, Z > HTH, > Jorge > > > On Sun, Jun 12, 2011 at 1:16 PM, Diviya Smith <> wrote: > >> Hello there, >> >> I want to perform a likelihood ratio test to check if a single exponential >> or a sum of 2 exponentials provides the best fit to my data. I am new to R >> programming and I am not sure if there is a direct function for doing this >> and whats the best way to go about it? >> >> #data >> x <- c(1 ,10, 20, 30, 40, 50, 60, 70, 80, 90, 100) >> y <- c(0.033823, 0.014779, 0.004698, 0.001584, -0.002017, -0.003436, >> -0.000006, -0.004626, -0.004626, -0.004626, -0.004626) >> >> data <- data.frame(x,y) >> >> Specifically, I would like to test if the model1 or model2 provides the >> best >> fit to the data- >> model 1: y = a*exp(-m*x) + c >> model 2: y = a*exp(-(m1+m2)*x) + c >> >> Likelihood ratio test = L(data| model1)/ L(data | model2) >> >> Any help would be most appreciated. Thanks in advance. >> >> Diviya >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> [hidden email] mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > [[alternative HTML version deleted]] > > ______________________________________________ > [hidden email] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. |
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