Non-linear regression and seemingly unrelated …...Non-linear regression 4 •There is a...
Transcript of Non-linear regression and seemingly unrelated …...Non-linear regression 4 •There is a...
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Non-linear regression and seemingly unrelated regression
A \ Prof. Steve QuinnDepartment of Statistics, Data Science and Epidemiology, Swinburne University of Technology, Melbourne, [email protected]
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Two part analysis
• The problem
• Trying to identify autism
• believe that ocular response to a flash at different frequencies is different in autistic vs normal children
• Want to identify the best flash frequency
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• They know what the data will look like (roughly)
Mixed model and Non-linear regression
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• They also know what the wave is made up of a normal density curve and a logistic curve (a cumulative distribution function)
Non-linear regression
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• There is a theoretical framework for this decomposition
• “On-response amplitude” (b-waves) follows the logistic growth function
• “Off-response amplitude” (d-waves) follows Gaussian density function
Non-linear regression
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Mixed model analysis
• The data – two groups – each person contributes 9 observations
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Mixed model analysis
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Mixed model analysis
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Mixed model analysis
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Mixed model analysis
The authors ended up wanting this picture:
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Non-linear regression
• The authors wanted to estimate:
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• The data – one group
Non-linear regression first attempt
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Non-linear regression – first attempt
Wrong starting values:
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Non-linear regression – SigmaPlot - $1250
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Non-linear regression – Stata
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Both groups, one analysis - nlsur
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Zellner, A. An efficient method of estimating seemingly… American Statistician Journal, 1962
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This example
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Both groups, one analysis - nlsur
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Both groups, one analysis - nlsur
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Robust standard errors
nlsur ….., vce(robust)
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Both groups, one analysis - nlsur
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Provides joint estimates from several regression models
Estimates are more efficient
• accounts for correlated errors• Greater correlation increases errors
• Multicollinearity between independent variables increases efficiency
• SE’s are smaller
Seemingly unrelated regression
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Seemingly unrelated regression – rarely used
Chen. C, et.al. Altered metabolite levels and correlations… (Metabolomics) 2017.
n = 158, 113 response variables, 15 covariates
SUR doesn’t account for multiple comparisons.
(Benjamini-Hochberg false discovery algorithm)
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Outcomes don’t need to be the same in kind
Xuecai, Xu, et.al. Accident severity and traffic signs… (Accident analysis and prevention) 2018.
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This example
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Joint model – nlsur
Separate model – nl
This example
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Questions or comment?
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clustered standard errors
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Seemingly unrelated non-linear regression
The code:
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Seemingly unrelated regression
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Mixed model analysis
How do you model this curve?
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Mixed model analysis
Every function can be modelled as accurately as required by a polynomial curve.
Why did I know to stop at freq4?
– can run the model with freq up to the 5th power and do a LR test
– can run the model with freq up to the 5th power and check the highest terms – they will be non-significant .
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The output:
Seemingly unrelated non-linear regression
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Seemingly unrelated non-linear regression
The code:
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Comparing the estimates:
Seemingly unrelated non-linear regression
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