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...(2.1)
Y(t) = at + exp(bt).
...(2.2)
Note. Some authors use the term intrinsically linear to indicate a nonlinear model which
can be transformed to a linear model by means of some transformation. For example, the
model given in (2.1) is intrinsically linear in view of the transformation X(t) = loge Y(t).
...(3.1)
Integrating, we get
N(t) = No exp (rt),
...(3.2)
where No denotes the population size at t=0. Thus this law entails an exponential increase
for r>0. Furthermore, N(t) as t , which cannot happen in reality.
Note. The parameter r is assumed to be positive in all models.
3.2 Monomolecular Model
This model describes the progress of a growth situation in which it is believed that the rate
of growth at any time is proportional to the resources yet to be achieved, i.e.
dN/dt = r(KN),
...(3.3)
...(3.4)
...(3.5)
Integrating, we get
N(t) = K / [1+(K/No1) exp(rt)].
...(3.6)
The graph of N(t) versus t is elongated S-shaped and the curve is symmetrical about its
point of inflexion.
...(3.7)
...(3.8)
...(3.9)
N( t ) = K N o /[ N o + (K m N om ) exp(rt )]1 / m .
...(3.10)
Evidently, the last three models are particular cases of this model when m = 1,1,0
respectively. However, unlike the earlier models, this model has four parameters.
...(4.1)
N ( t ) = ae bt (1 + ce bt ) 2 .
...(4.2)
y i = f(x i , ) + i , i = 1,2,..., n,
...(5.1)
where yi is the ith observation of the dependent variable, xi is ith independent variable,
= (1 2 ... p ) are parameters, i, the error terms are independent and follow N(0,
2). The residual sum of squares is
n
...(5.2)
i =1
Let 0 = (10 20 ... po ) be the vector of initial parameter values. Then the algorithm
for obtaining successive estimates is essentially given by
(H + I ) ( 0 1 ) = g,
...(5.3)
where
g=
S()
2S()
, H=
=0
,
= 0
example, SPSS has NLR option, SAS has NLIN option, IMSL has RNSSQ option to
accomplish the task. In SAS package, one more procedure for nonlinear estimation
viz. Does not use derivatives (DUD) procedure is also available.
...(7.1)
8. Examination of Residuals
Uncritical use and sole reliance on the above statistics may fail to reveal important data
characteristics and model inadequacies. Additional detailed analysis of the residuals is
strongly recommended to decide about the suitability of a model. Two important
assumptions made in the model are:
(i) errors are independent
(ii) errors are normally distributed.
These assumptions can be verified by examining the residuals. If the fitted model is
correct, the residuals should exhibit tendencies that tend to confirm or at least should not
exhibit a denial of the assumptions. The principal ways of plotting the residuals are: (a) in
time sequence, (b) against fitted values. We now discuss the tests for the assumptions (i)
and (ii) above.
Variance ( 2 ) = 2mn(2mn m n) (m + n) (m + n 1)
S 2 = a(k) x (n +1k) x ( k ) , b = ( x i
X) 2
x( k )
is the kth order statistic of the set of residuals. The values of coefficients a(k) for
EXERCISES
Exercise 1: Wheat productivity data (in quintals/hectare) of the country during the years
1973-74 to 1996-97 is as follows:
11.72, 13.38, 14.10, 13.87, 14.80, 15.68, 14.36, 16.30, 16.91, 18.16, 18.43, 18.70, 20.46,
19.16, 20.02, 22.41, 21.21, 22.81, 23.97, 23.27, 23.80, 25.59, 24.93, 26.59.
Fit logistic and Gompertz growth models to this data using Levenberg-Marquardt`
nonlinear estimation procedure. Compute the mean square error (MSE) in each case and
forecast the values for the year 2010 by each model.
Exercise 2: The average weekly aphid count data on Yellow seeded mustard crop at
I.A.R.I. farms during the year (1980-81) is as follows:
1
0
Week No.(t)
12
Average Aphid
population (N(t)) 926.2
2
0
3
0
4
0
5
0
6
1.5
13
14
1868.6
6483.8
7
2.5
15
8
12.1
9
67.5
16
9016.7 10057.1
10
175.5
17
8993.3
11
571.2
18
19
238.1
Fit the nonlinear statistical model corresponding to (5.1) and draw the graph of the fitted
model along with data.
SPSS Commands
c/(1+b*exp(-a*t))
c*exp(-b*exp(-a*t))
(a*exp(b*t))/(1+c*exp(b*t))**2
Exercise 2.
Estimates a = 0.0014
Run test
Shapiro-Wilks test
Draper, N.R. and Smith, H.(1998). Applied Regression Analysis, 3rd ed. John Wiley
Kvalseth, T.O. (1985). Cautionary note about R2, Amer.Statistician, 39, 279-85
Prajneshu (1991). Cautionary note about nonlinear models in fisheries, Ind. J. Fisheries,
38, 231-33
Prajneshu (1998). A nonlinear statistical model for aphid population growth, Jour. Ind.
Soc. Ag. Statistics, 51, 73-80
Ratkowsky, D.A. (1990). Handbook of nonlinear regression models, Marcel Dekker
Scott, A. And Wild, C.J.(1991). Transformations and R2, Amer. Statistician, 45, 127-28
Seber, G.A.F. and Wild, C.J. (1989). Nonlinear regression, John Wiley