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Re: st: types and codes of the non-linear models
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: types and codes of the non-linear models
Date
Thu, 21 Feb 2013 15:25:15 +0000
With a function like this, the parameters usually no longer have
simple interpretations.
There is an exception for -b3-. -b3- is in effect a kind of origin on
the time axis for your model and it is estimated as about 2010. In
this case, the very high t statistic and very low P-value are just a
side-effect of the usual null hypothesis that the origin is "really
zero", i.e. 0 AD. That hypothesis is not of scientific interest, or so
I presume.
This kind of modelling is usually lose-lose, unfortunately. One or
two-parameter models miss important features of the data. More
complicated models are more difficult to fit, or converge
unsatisfactorily.
Nick
On Thu, Feb 21, 2013 at 2:00 PM, BASSILI, Dr Amal STB/TDR
<[email protected]> wrote:
> Further to my below mail, I have done the below non-linear regression to predict incidence of a disease over years and would like to know how to interpret the trend. Is it b1? And if b1= 1.6, does this mean that the average trend is 1.6% per year?
>
>
> -----------------------------
>
> Thanks, . predict incidence1_rate_hat
> (option yhat assumed; fitted values)
>
> . twoway (fpfitci incidence1_rate_hat year)
>
> . nl log4 : incidence_rate year
> (obs = 7)
>
> Iteration 0: residual SS = .1728985
> Iteration 1: residual SS = .1640116
> Iteration 2: residual SS = .1594486
> Iteration 3: residual SS = .1555352
> Iteration 4: residual SS = .1518877
> Iteration 5: residual SS = .1480812
> Iteration 6: residual SS = .1451413
> Iteration 7: residual SS = .1317394
> Iteration 8: residual SS = .1305299
> Iteration 9: residual SS = .1265793
> Iteration 10: residual SS = .1206557
> Iteration 11: residual SS = .1068023
> Iteration 12: residual SS = .1019377
> Iteration 13: residual SS = .0991159
> Iteration 14: residual SS = .0414042
> Iteration 15: residual SS = .0314478
> Iteration 16: residual SS = .0299035
> Iteration 17: residual SS = .0299035
> Iteration 18: residual SS = .0299035
> Iteration 19: residual SS = .0299035
>
> Source | SS df MS
> -------------+------------------------------ Number of obs = 7
> Model | .92438218 3 .308127393 R-squared = 0.9687
> Residual | .029903534 3 .009967845 Adj R-squared = 0.9373
> -------------+------------------------------ Root MSE = .0998391
> Total | .954285714 6 .159047619 Res. dev. = -18.32468
>
> 4-parameter logistic function, incidence_rate = b0 + b1/(1 + exp(-b2*(year - b3)))
> ------------------------------------------------------------------------------
> incidence_~e | Coef. Std. Err. t P>|t| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> /b0 | 2.656667 .0695158 38.22 0.000 2.435436 2.877897
> /b1 | 1.619345 1.376313 1.18 0.324 -2.760698 5.999388
> /b2 | 1.240626 .8727815 1.42 0.250 -1.536954 4.018206
> /b3 | 2010.526 1.460316 1376.77 0.000 2005.878 2015.173
> ------------------------------------------------------------------------------
> Parameter b0 taken as constant term in model & ANOVA table
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