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rsummarynls

how R estimates/computes the std.error in summary() of a nls.lm model?

I'm using nls.lm() function to get a MODEL. Later, I write "summary(MODEL)" and I get the list of parameters, std.error... and others convergence and model details.

The question is,

someone knows how R computes these std.error (for each parameter) shown with summary()???

Thanks!

Solution

  • If you type the function name, summary.nls.lm preceded by the package name, minpack.lm and joined by the ::: function, you see the code.

    minpack.lm:::summary.nls.lm

    This is the section that calculates the standard errors

    ibb <- chol(object$hessian)
ih <- chol2inv(ibb)
p <- length(param)
rdf <- length(object$fvec) - p
resvar <- deviance(object)/rdf
se <- sqrt(diag(ih) * resvar)