Statistics 824: Nonlinear Regression
Instructor:
Douglas Bates
Lectures: MWF 8:50 - 9:40
Room 1289 Computer Sciences and Statistics
Overview
Text
Nonlinear regression references
Computing Facilities
Information on R
Copies of
slides used in class
Data
sets from the NIST
Mid-term exam from Spring of 1997
Final exam (take-home) from Spring of 1999
We will describe the use of nonlinear statistical models in the
analysis of data from areas such as chemical kinetics,
pharmacokinetics, and biological growth curves. We also discuss
the design of experiments with such models. Emphasis will be on
the nonlinear regression model but the analysis of multiresponse
data and nonlinear mixed effects models will also be covered.
Topics will include:
- Review of linear regression
- nonlinear regression models
- computing techniques and other practical matters
- designs for precise parameter estimation
- designs for model discrimination
- multiresponse estimation
- models defined by systems of differential equations
- nonlinear mixed effects models
- inferences about parameters and predictions
Nonlinear Regression Analysis and Its Applications by
Douglas M. Bates and Donald G. Watts, Wiley (1988)
These are listed in my perceived order of importance.
- Nonlinear Regression by G.A.F. Seber
and C.J. Wild, Wiley, 1989
- Nonlinear Statistical Models by A. Ronald
Gallant, Wiley, 1987
- Nonlinear Estimation by Gavin
J.S. Ross, Springer, 1990
- Handbook of Nonlinear Regression Models by
David A. Ratkowsky, Marcel Dekker, 1990.
- Nonlinear Regression Modelling: A Unified Practical
Approach by David A. Ratkowsky, Marcel
Dekker, 1983
- Nonlinear Parameter Estimation by Yonathon
Bard, Academic Press, 1974
- Nonlinear Parameter Estimation by John
C. Nash and Mary Walker-Smith, Marcel Dekker,
1987
The primary computing package for the course will be R. We will use the
nls, nlme, and NISTnls packages
within R.
Other systems that can be used for nonlinear regression analysis
include
S-PLUS,
SAS and
xlisp-stat
Last modified: Tue Oct 31, 2001 by Douglas Bates
bates@stat.wisc.edu