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Non Linear Regression

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Non-Linear Regression

Analysis
By Chanaka Kaluarachchi

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Presentation outline

Linear regression

Checking linear Assumptions

Linear vs non-linear

Non linear regression analysis

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Linear regression (reminder)
Linear regression is an approach for modelling dependent
variable() and one or more explanatory variables ().

= 0 + 1 +
Assumptions:
~(0, 2 ) iid ( independently identically distributed)

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Checking linear Assumptions

iid- residual plot ( ) can be inspect to check that


assumptions are met.

Constant variance- Scattering is a constant magnitude

Normal data- few outliers, systematic spared above and


below the axis

Liner relationship- No curve in the residual plot

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Residual plot in SPSS

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Residual plots in SPSS

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Linear vs non linear

Linear

Linear scatter plot


No curves in residual plot
Correlation between variable is significant

Non-linear

Curves in scatter plot


Curves in residual plot
No significant correlation between variables

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Non linear regression

Non linear regression arises when predictors and


response follows particular function form.

= , +

Examples

= 2 + - non linear = 2 + - linear


1 1
= + - non linear = + - linear

= + - non linear = ln + - linear


1
= + - non linear
1+

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Transformation
Some nonlinear regression problems can be moved to a linear
domain by a suitable transformation of the model formulation.

Four common transformations to induce linearity are:


logarithmic transformation, square root transformation, inverse
transformation and the square transformation

Examples

= ln = if 0

1 1
= 1 = if 0
1+

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Curve Estimation
Curve fitting is the process of constructing a curve, or mathematical
function, that has the best fit to a series of data points.

Example Viral growth model

An internet service provider (ISP) is determining the effects of a


virus on its networks. As part of this effort, they have tracked the
(approximate) percentage of e-mail traffic on its networks over time,
from the moment of discovery until the threat was contained.

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Curve Estimation- Cont.

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Output

Scatter plot
P value< 0.05
means model is
significant
Higher the
2 better
the model fit

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Segmentation
We can split the graph in to segments and fit a segmented
model.
Example Viral growth model

We can fit a logistic equation for the first 19 hours and an


asymptotic regression for the remaining hours should provide
a good fit and interpretability over the entire time period.

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Logistic model and choosing starting values
1
=
1 + 2 3

Starting values

1 - upper value of growth (0.65)

2 - ratio upper value and lowest


value (0.65/0.13=5)

3 - estimated slop between


points in plot.
(0.6-0.12/19-3)=0.03

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Asymptotic regression model

= 1 + 2 3

Starting values

1 - lowest value (0)

2 - difference upper value and


lowest value (0.6)

3 - estimated slop between


points in plot.
(0.6-0.1/20-40)=-0.025

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago
Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago
Output

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Output

Research in Pharmacoepidemiology (RIPE) @ National School of Pharmacy, University of Otago


Thanks for listening

Research in Pharmacoepidemiology
Research (RIPE) @ National
in Pharmacoepidemiology School@
(RIPE) of Pharmacy,
National University
School of of Pharmacy,
Otago University of Otago

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