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Nonlinear Regression
In statistics, nonlinear regression is a form of regression analysis in which observational data are modeled by a function which is a nonlinear combination of the model parameters and depends on one or more independent variables. The data are fitted by a method of successive approximations. General In nonlinear regression, a statistical model of the form, : \mathbf \sim f(\mathbf, \boldsymbol\beta) relates a vector of independent variables, \mathbf, and its associated observed dependent variables, \mathbf. The function f is nonlinear in the components of the vector of parameters \beta, but otherwise arbitrary. For example, the Michaelis–Menten model for enzyme kinetics has two parameters and one independent variable, related by f by: : f(x,\boldsymbol\beta)= \frac This function is nonlinear because it cannot be expressed as a linear combination of the two ''\beta''s. Systematic error may be present in the independent variables but its treatment is outside the scope of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Optimization (mathematics)
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems of sorts arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries. In the more general approach, an optimization problem consists of maximizing or minimizing a real function by systematically choosing input values from within an allowed set and computing the value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. More generally, optimization includes finding "best available" values of some objective function given a define ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lineweaver–Burk Plot
In biochemistry, the Lineweaver–Burk plot (or double reciprocal plot) is a graphical representation of the Lineweaver–Burk equation of enzyme kinetics, described by Hans Lineweaver and Dean Burk in 1934. The Lineweaver–Burk plot for inhibited enzymes can be compared to no inhibitor to determine how the inhibitor is competing with the enzyme. The Lineweaver–Burk plot is correct when the enzyme kinetics obey ideal second-order kinetics, however non-linear regression is needed for systems that do not behave ideally. The double reciprocal plot distorts the error structure of the data, and is therefore not the most accurate tool for the determination of enzyme kinetic parameters. While the Lineweaver–Burk plot has historically been used for evaluation of the parameters, together with the alternative linear forms of the Michaelis–Menten equation such as the Hanes-Woolf plot or Eadie–Hofstee plot, all linearized forms of the Michaelis–Menten equation should be avoided ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Michaelis–Menten Kinetics
In biochemistry, Michaelis–Menten kinetics is one of the best-known models of enzyme kinetics. It is named after German biochemist Leonor Michaelis and Canadian physician Maud Menten. The model takes the form of an equation describing the rate of enzymatic reactions, by relating reaction rate v (rate of formation of product, ce P/math>) to ce S/math>, the concentration of a substrate ''S''. Its formula is given by : v = \frac = V_\max \frac This equation is called the Michaelis–Menten equation. Here, V_\max represents the maximum rate achieved by the system, happening at saturating substrate concentration for a given enzyme concentration. When the value of the Michaelis constant K_\mathrm is numerically equal to the substrate concentration, then the reaction rate is half of V_\max. Biochemical reactions involving a single substrate are often assumed to follow Michaelis–Menten kinetics, without regard to the model's underlying assumptions. Model In 1901, French ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Weighted Least Squares
Weighted least squares (WLS), also known as weighted linear regression, is a generalization of ordinary least squares and linear regression in which knowledge of the variance of observations is incorporated into the regression. WLS is also a specialization of generalized least squares. Introduction A special case of generalized least squares called weighted least squares can be used when all the off-diagonal entries of Ω, the covariance matrix of the residuals, are null; the variances of the observations (along the covariance matrix diagonal) may still be unequal (heteroscedasticity). The fit of a model to a data point is measured by its residual, r_i , defined as the difference between a measured value of the dependent variable, y_i and the value predicted by the model, f(x_i, \boldsymbol\beta): : r_i(\boldsymbol\beta) = y_i - f(x_i, \boldsymbol\beta). If the errors are uncorrelated and have equal variance, then the function : S(\boldsymbol\beta) = \sum_i r_i(\boldsymbol\b ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ordinary Least Squares
In statistics, ordinary least squares (OLS) is a type of linear least squares method for choosing the unknown parameters in a linear regression model (with fixed level-one effects of a linear function of a set of explanatory variables) by the principle of least squares: minimizing the sum of the squares of the differences between the observed dependent variable (values of the variable being observed) in the input dataset and the output of the (linear) function of the independent variable. Geometrically, this is seen as the sum of the squared distances, parallel to the axis of the dependent variable, between each data point in the set and the corresponding point on the regression surface—the smaller the differences, the better the model fits the data. The resulting estimator can be expressed by a simple formula, especially in the case of a simple linear regression, in which there is a single regressor on the right side of the regression equation. The OLS estimator is consiste ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Errors And Residuals In Statistics
In statistics and optimization, errors and residuals are two closely related and easily confused measures of the deviation of an observed value of an element of a statistical sample from its "true value" (not necessarily observable). The error of an observation is the deviation of the observed value from the true value of a quantity of interest (for example, a population mean). The residual is the difference between the observed value and the ''estimated'' value of the quantity of interest (for example, a sample mean). The distinction is most important in regression analysis, where the concepts are sometimes called the regression errors and regression residuals and where they lead to the concept of studentized residuals. In econometrics, "errors" are also called disturbances. Introduction Suppose there is a series of observations from a univariate distribution and we want to estimate the mean of that distribution (the so-called location model). In this case, the errors are th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bias (statistics)
Statistical bias is a systematic tendency which causes differences between results and facts. The bias exists in numbers of the process of data analysis, including the source of the data, the estimator chosen, and the ways the data was analyzed. Bias may have a serious impact on results, for example, to investigate people's buying habits. If the sample size is not large enough, the results may not be representative of the buying habits of all the people. That is, there may be discrepancies between the survey results and the actual results. Therefore, understanding the source of statistical bias can help to assess whether the observed results are close to the real results. Bias can be differentiated from other mistakes such as accuracy (instrument failure/inadequacy), lack of data, or mistakes in transcription (typos). Bias implies that the data selection may have been skewed by the collection criteria. Bias does not preclude the existence of any other mistakes. One may have a poo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Generalized Least Squares
In statistics, generalized least squares (GLS) is a technique for estimating the unknown parameters in a linear regression model when there is a certain degree of correlation between the residuals in a regression model. In these cases, ordinary least squares and weighted least squares can be statistically inefficient, or even give misleading inferences. GLS was first described by Alexander Aitken in 1936. Method outline In standard linear regression models we observe data \_ on ''n'' statistical units. The response values are placed in a vector \mathbf = \left( y_, \dots, y_ \right)^, and the predictor values are placed in the design matrix \mathbf = \left( \mathbf_^, \dots, \mathbf_^ \right)^, where \mathbf_ = \left( 1, x_, \dots, x_ \right) is a vector of the ''k'' predictor variables (including a constant) for the ''i''th unit. The model forces the conditional mean of \mathbf given \mathbf to be a linear function of \mathbf, and assumes the conditional variance of the err ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Taylor Series
In mathematics, the Taylor series or Taylor expansion of a function is an infinite sum of terms that are expressed in terms of the function's derivatives at a single point. For most common functions, the function and the sum of its Taylor series are equal near this point. Taylor series are named after Brook Taylor, who introduced them in 1715. A Taylor series is also called a Maclaurin series, when 0 is the point where the derivatives are considered, after Colin Maclaurin, who made extensive use of this special case of Taylor series in the mid-18th century. The partial sum formed by the first terms of a Taylor series is a polynomial of degree that is called the th Taylor polynomial of the function. Taylor polynomials are approximations of a function, which become generally better as increases. Taylor's theorem gives quantitative estimates on the error introduced by the use of such approximations. If the Taylor series of a function is convergent, its sum is the limit of the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Non-linear Least Squares
Non-linear least squares is the form of least squares analysis used to fit a set of ''m'' observations with a model that is non-linear in ''n'' unknown parameters (''m'' ≥ ''n''). It is used in some forms of nonlinear regression. The basis of the method is to approximate the model by a linear one and to refine the parameters by successive iterations. There are many similarities to linear least squares, but also some significant differences. In economic theory, the non-linear least squares method is applied in (i) the probit regression, (ii) threshold regression, (iii) smooth regression, (iv) logistic link regression, (v) Box-Cox transformed regressors (m(x,\theta_i) = \theta_1 + \theta_2 x^). Theory Consider a set of m data points, (x_1, y_1), (x_2, y_2), \dots, (x_m, y_m), and a curve (model function) \hat = f(x, \boldsymbol \beta), that in addition to the variable x also depends on n parameters, \boldsymbol \beta = (\beta_1, \beta_2, \dots, \beta_n), with m\ge n. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Least Squares
The method of least squares is a standard approach in regression analysis to approximate the solution of overdetermined systems (sets of equations in which there are more equations than unknowns) by minimizing the sum of the squares of the residuals (a residual being the difference between an observed value and the fitted value provided by a model) made in the results of each individual equation. The most important application is in data fitting. When the problem has substantial uncertainties in the independent variable (the ''x'' variable), then simple regression and least-squares methods have problems; in such cases, the methodology required for fitting errors-in-variables models may be considered instead of that for least squares. Least squares problems fall into two categories: linear or ordinary least squares and nonlinear least squares, depending on whether or not the residuals are linear in all unknowns. The linear least-squares problem occurs in statistical regressio ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
