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
