| summary.nls {stats} | R Documentation |
summary method for class "nls".
## 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$symbolic.cor,
signif.stars = getOption("show.signif.stars"), ...)
object |
an object of class "nls". |
x |
an object of class "summary.nls", usually the result of a
call to summary.nls. |
correlation |
logical; if TRUE, the correlation matrix of
the estimated parameters is returned and printed. |
digits |
the number of significant digits to use when printing. |
symbolic.cor |
logical. If TRUE, print the correlations in
a symbolic form (see symnum) rather than as numbers. |
signif.stars |
logical. If TRUE, “significance stars”
are printed for each coefficient. |
... |
further arguments passed to or from other methods. |
The distribution theory used to find the distribution of the standard errors and of the residual standard error (for t ratios) is based on linearization and is approximate, maybe very approximate.
print.summary.nls tries to be smart about formatting the
coefficients, standard errors, etc. and additionally gives
“significance stars” if signif.stars is TRUE.
Correlations are printed to two decimal places (or symbolically): to
see the actual correlations print summary(object)$correlation
directly.
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
sigma^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. |
The model fitting function nls, summary.
Function coef will extract the matrix of coefficients
with standard errors, t-statistics and p-values.