Wolfram Language & System 10.0 (2014)|Legacy Documentation

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constructs a nonlinear model with structure form that fits the for successive x values , , using the parameters , .

constructs a nonlinear model where form depends on the variables .

constructs a nonlinear model subject to the parameter constraints cons.

Details and OptionsDetails and Options

  • NonlinearModelFit returns a symbolic FittedModel object to represent the linear model it constructs. The properties and diagnostics of the model can be obtained from model["property"].
  • The value of the best-fit function from NonlinearModelFit at a particular point , can be found from .
  • The best-fit function from NonlinearModelFit[data,form,pars,vars] is the same as the result from FindFit[data,form,pars,vars].
  • With data in the form , the number of coordinates , , should equal the number of variables .
  • Data in the form is equivalent to data in the form .
  • NonlinearModelFit produces a nonlinear model of the form under the assumption that the original are independent normally distributed with mean and common standard deviation.
  • NonlinearModelFit takes the following options:
  • AccuracyGoalAutomaticthe number of digits of accuracy sought
    ConfidenceLevel95/100confidence level for parameters and predictions
    EvaluationMonitorNoneexpression to evaluate whenever expr is evaluated
    MaxIterationsAutomaticmaximum number of iterations to use
    MethodAutomaticmethod to use
    PrecisionGoalAutomaticthe precision sought
    StepMonitorNonethe expression to evaluate whenever a step is taken
    VarianceEstimatorFunctionAutomaticfunction for estimating the error variance
    WeightsAutomaticweights for data elements
    WorkingPrecisionAutomaticthe precision used in internal computations
  • With ConfidenceLevel->p, probability-p confidence intervals are computed for parameter and prediction intervals.
  • With the setting Weights->{w1,w2,}, the error variance for is assumed to be . By default, unit weights are used.
  • With the setting VarianceEstimatorFunction->f, the common variance is estimated by , where is the list of residuals and w is the list of weights.
  • Using VarianceEstimatorFunction->(1&) and Weights->{1/Δy12,1/Δy22,}, is treated as the known uncertainty of measurement , and parameter standard errors are effectively computed only from the weights.
  • Possible settings for Method include , , , , , and , with the default being Automatic.
  • For constrained models, properties based on approximate normality assumptions may not be valid. When such values are computed, the values are generated along with a warning message.
  • Properties related to data and the fitted function using model["property"] include:
  • "BestFit"fitted function
    "BestFitParameters"parameter estimates
    "Data"the input data or design matrix and response vector
    "Function"best-fit pure function
    "Response"response values in the input data
  • Types of residuals include:
  • "FitResiduals"difference between actual and predicted responses
    "StandardizedResiduals"fit residuals divided by the standard error for each residual
    "StudentizedResiduals"fit residuals divided by single deletion error estimates
  • Properties related to the sum of squared errors include:
  • "ANOVATable"analysis of variance table
    "ANOVATableDegreesOfFreedom"degrees of freedom from the ANOVA table
    "ANOVATableEntries"unformatted array of values from the table
    "ANOVATableMeanSquares"mean square errors from the table
    "ANOVATableSumsOfSquares"sums of squares from the table
    "EstimatedVariance"estimate of the error variance
  • Properties and diagnostics for parameter estimates include:
  • "CorrelationMatrix"asymptotic parameter correlation matrix
    "CovarianceMatrix"asymptotic parameter covariance matrix
    "ParameterBias"estimated bias in the parameter estimates
    "ParameterConfidenceIntervals"parameter confidence intervals
    "ParameterConfidenceIntervalTable"table of confidence interval information for the fitted parameters
    "ParameterConfidenceIntervalTableEntries"unformatted array of values from the table
    "ParameterConfidenceRegion"ellipsoidal parameter confidence region
    "ParameterErrors"standard errors for parameter estimates
    "ParameterPValues"values for parameter statistics
    "ParameterTable"table of fitted parameter information
    "ParameterTableEntries"unformatted array of values from the table
    "ParameterTStatistics"-statistics for parameter estimates
  • Properties for curvature diagnostics include:
  • "CurvatureConfidenceRegion"confidence region for curvature diagnostics
    "FitCurvatureTable"table of curvature diagnostics
    "FitCurvatureTableEntries"unformatted array of values from the table
    "MaxIntrinsicCurvature"measure of maximum intrinsic curvature
    "MaxParameterEffectsCurvature"measure of maximum parameter effects curvature
  • Properties related to influence measures include:
  • "HatDiagonal"diagonal elements of the hat matrix
    "SingleDeletionVariances"list of variance estimates with the ^(th) data point omitted
  • Properties of predicted values include:
  • "MeanPredictionBands"confidence bands for mean predictions
    "MeanPredictionConfidenceIntervals"confidence intervals for the mean predictions
    "MeanPredictionConfidenceIntervalTable"table of confidence intervals for the mean predictions
    "MeanPredictionConfidenceIntervalTableEntries"unformatted array of values from the table
    "MeanPredictionErrors"standard errors for mean predictions
    "PredictedResponse"fitted values for the data
    "SinglePredictionBands"confidence bands based on single observations
    "SinglePredictionConfidenceIntervals"confidence intervals for the predicted response of single observations
    "SinglePredictionConfidenceIntervalTable"table of confidence intervals for the predicted response of single observations
    "SinglePredictionConfidenceIntervalTableEntries"unformatted array of values from the table
    "SinglePredictionErrors"standard errors for the predicted response of single observations
  • Properties that measure goodness of fit include:
  • "AdjustedRSquared" adjusted for the number of model parameters
    "AIC"Akaike Information Criterion
    "AICc"finite sample corrected AIC
    "BIC"Bayesian Information Criterion
    "RSquared"coefficient of determination
Introduced in 2008