Questions tagged [starting-values]

Many computational statistical problems (including some estimation problems, such as fitting GLMs) cannot be solved in a single calculation step - their algorithms must be iterated repeatedly until convergence. Such algorithms need starting-values at the beginning of the algorithm.

Many computational statistical problems cannot be solved in a single calculation step - their algorithms must be iterated repeatedly until convergence.

Such algorithms need starting-values at the beginning of the algorithm (and some require good estimates, ones not too far from the converged values).

Examples of algorithms needing start-values include generalized linear models, nonlinear least squares algorithms, the EM algorithm and Markov-chain Monte Carlo algorithms.

Reference: Wikipedia - Guess value

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Why is nls() giving me "singular gradient matrix at initial parameter estimates" errors?

I have some basic data on emission reductions and cost per car: q24 <- read.table(text = "reductions cost.per.car 50 45 55 55 60 62 65 70 70 80 75 90 80 100 85 200 90 375 95 600 ",header = TRUE,…
Amanda
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How to choose initial values for nonlinear least squares fit

The question above says it all. Basically my question is for a generic fitting function (could be arbitrarily complicated) which will be nonlinear in the parameters I am trying to estimate, how does one choose the initial values to initialize the…
Fixed Point
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What are "starting values" in glm() function?

What are parameters start, etastart, mustart in the glm() function? I have been looking in the docs and the internet but I have found no clear explanation what this means. It resembles bayesian "initial values" for the chains, but I doubt this is…
Tomas
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Exponential smoothing models backcasting and determining initial values python

I have made python code for exponential smoothing (ES) that takes in about 15 different cases including: Simple Exponential Smoothing (SES) Simple Seasonal models (both multiplicative and additive) Brown's Linear Exponential Smoothing Holt's Double…
ccsv
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MLE2 (in R): I can't find the right starting values

I am trying to fit several MLEs on a small dataset. I have managed to get it done for all my potential models except for this last one. This last one is actually the model that I expected to be the best model, because it was the best model when I…
Robbie
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Non linear regression - Von Bertalanffy Growth Function - Error: "singular gradient matrix at initial parameter estimates"

I am trying to estimate VBGF parameters K and Linf using non linear regression and nls(). First I used a classic approach where I estimate both parameters together as below with "alkdyr" being a subset per year of my age-length-key database and…
Xochitl C.
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Specifying starting values/modes for K-modes Clustering

I have a very large data set with 9000 observations and 25 categorical variables, which I've transformed into binary data and preformed hierarchical clustering and K-modes clustering in R. library(klaR) cluster <- list() for(k in 1:8)…
PennyR
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Box-Cox power transformation, adding or subtracting constants, and interval scales

I am trying to understand how the Box-Cox power transformation works. So I took one of my datasets and ran the powerTransform function of the "car" package (via R Commander) after having computed a one-way ANOVA on the data. The first lambda hat was…
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using own data as starting parameters for modeling

I'm currently having a heated debate with coworkers on whether it's acceptable to use estimates derived directly from the data as starting parameters for modeling. For example, if I want to fit a Normal distribution on a dataset, my coworker thinks…
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Trouble fitting my data with non-linear Regression model

I have a dataset that contains tree height and diameter measurements among the tree stem. I tried to fit my data with GNLS in R, but I'm getting this "step halving factor reduced below minimum in NLS step" error. I think my initial values are not…
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Initial conditions for nonlinear models using the nlsLM function

I have a data frame containing 70000 rows. For each row, I am trying to apply the nlsLM function (minpack.lm package) to find the values of a, e and c parameters that give the best fit to the data. Among the 70000 rows, 3412 rows failed with the…
Pierre
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