topic non-linear fit in Discussions

non-linear fit

xiaoming — Tue, 18 Oct 2016 20:26:15 GMT

I am using JMP 8 to do a non-linear fit.

It generates a goal SSE value and a solution SSE value. I just wonder how to interpret these values. How to decide if the non-linear fit is a good one or not?

And is there any way to convert SSE to R square?

Attached is the output from the non-linear fit from JMP 8.

Thanks!

Re: non-linear fit

ms — Wed, 09 Oct 2013 22:28:31 GMT

The SSE is the residual sum of squares of the best fit of the current model to the data. The Goal SSE for confidence limits is only used for estimating the confidence limits at current Alpha (there is a description in the JMP documentation in the "statistical details" of the nonliear chapter).

Although R2 alone should not be used to judge if a nonlinear model's fit is "good", it can be calculated from the SSE and raw data.

Try this JSL example (I only tested it in JMP 10, I don't remember if the the sample table came with JMP 8. If the path fails, try to open the table manually before running the remainder of the script)

// Example nonlinear fit

dt = Open( "$SAMPLE_DATA/Nonlinear Examples/US Population.jmp" );

nlin = dt << Nonlinear( Y( :pop ), X( :Name( "X-formula" ) ), Finish() );

// get SSE from report

SSE = Report( nlin )[Number Col Box( "SSE" )][1];

// Calculate total sum of squares (i.e. of distances from y mean)

SStot = Sum( ((Column( 2 ) << get as matrix) - Col Mean( Column( 2 ) )) ^ 2 );

// Calculate R2 and adjusted R2

R2 = 1 - SSE / SStot;

R2adj = 1 - (SSE / Report( nlin )[Number Col Box( "DFE" )][1]) / (SStot / Col Number( Column( 2 ) ) - 1);

// Update report with R2

Report( nlin )[Outline Box( "Solution" )] << prepend(

H List Box( Number Col Box( "R2", {R2} ), Number Col Box( "R2adj", {R2adj} ) )

);

Re: non-linear fit

xiaoming — Thu, 10 Oct 2013 15:37:58 GMT

Thanks a lot!

Further question:A best fit shall have an SSE closest to 0, right? but normally we won't get 0 for the data we generate from experiment. So I just want to know if there is any criteria for the solution SSE to determine whether the current model generates a good non-linear fit or not.