summary.nls {stats} | R Documentation

## Summarizing Non-Linear Least-Squares Model Fits

### Description

`summary` method for class `"nls"`.

### Usage

    ## S3 method for class 'nls'
    summary(object, correlation = FALSE, symbolic.cor = FALSE, ...)

    ## S3 method for class 'summary.nls'
    print(x, digits = max(3, getOption("digits") - 3),
          symbolic.cor = x$symbolic.cor,
          signif.stars = getOption("show.signif.stars"), ...)

### Arguments

`object` | an object of class `"nls"`.
`x` | an object of class `"summary.nls"`, usually the result of a call to `summary.nls`.
`correlation` | logical; if `TRUE`, the correlation matrix of the estimated parameters is returned and printed.
`digits` | the number of significant digits to use when printing.
`symbolic.cor` | logical. If `TRUE`, print the correlations in a symbolic form (see `symnum`) rather than as numbers.
`signif.stars` | logical. If `TRUE`, ‘significance stars’ are printed for each coefficient.
`...` | further arguments passed to or from other methods.

### Details

The distribution theory used to find the distribution of the standard errors and of the residual standard error (for t ratios) is based on linearization and is approximate, maybe very approximate.

`print.summary.nls` tries to be smart about formatting the coefficients, standard errors, etc. and additionally gives ‘significance stars’ if `signif.stars` is `TRUE`.

Correlations are printed to two decimal places (or symbolically): to see the actual correlations print `summary(object)$correlation` directly.

### Value

The function `summary.nls` computes and returns a list of summary statistics of the fitted model given in `object`, using the component `"formula"` from its argument, plus

`residuals` | the weighted residuals, the usual residuals rescaled by the square root of the weights specified in the call to `nls`.
`coefficients` | a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value.
`sigma` | the square root of the estimated variance of the random error σ^2 = 1/(n-p) Sum(R[i]^2), where R[i] is the i-th weighted residual.
`df` | degrees of freedom, a 2-vector (p, n-p). (Here and elsewhere n omits observations with zero weights.)
`cov.unscaled` | a p x p matrix of (unscaled) covariances of the parameter estimates.
`correlation` | the correlation matrix corresponding to the above `cov.unscaled`, if `correlation = TRUE` is specified and there are a non-zero number of residual degrees of freedom.
`symbolic.cor` | (only if `correlation` is true.) The value of the argument `symbolic.cor`.

### See Also

The model fitting function `nls`, `summary`.

Function `coef` will extract the matrix of coefficients with standard errors, t-statistics and p-values.

[Package stats version 2.15.2 Index]