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rregressionpredictnlsnon-linear-regression

`predict.nls` returns fitted values rather than predictions at specified `newdata`


Link to dataset

Defined parameters:

M <- maximum.oxygen.uptake
m <- mass
a <- age
s <- sex
v <- as.numeric(vigorous.exercise>0)
sv <- s*v
asv <- a*s*v
as <- a*s
av <- a*v
lnm=log(m)
lnms <- log(m)*s
lnmv <- log(m)*v
lnmsv <- log(m)*s*v
y <- M/m^(2/3)

I fit an nls model successfully using:

nls.full <- nls(M ~ (m ^ (alpha0 + alpha1 * s + alpha2 * v + alpha3 * s * v)) * 
                (beta0 + beta1 * s + beta2 * v + beta3 * sv + 
                 a * gamma0 + gamma1 * as + gamma2 * av + gamma3 * asv), 
                trace=TRUE,
                start=list(alpha0=2/3, alpha1=0, alpha2=0, alpha3=0,
                           beta0=est[1], beta1=est[2], beta2=est[3],beta3=est[4], 
                           gamma0=est[5],gamma1=est[6],gamma2=est[7],gamma3=est[8]))

PROBLEM: CAN'T PLOT PREDICTION

xpredict <- seq(10,120,length.out=300)
data1 <- data.frame(a=35,s=0,v=1,m=seq(10,120,length.out=300))
ypredict <- predict(nls.full, newdata=data1, type="response")
plot(log(maximum.oxygen.uptake) ~ log(mass), subset = (s=='0' & v=='1'))
lines(xpredict,ypredict)

lengths of y and x differ.

I don't see why it should, I defined a new data frame with 300 variables, I should only have 300 results in the y predict.


Solution

  • Your question adds an important case study on the use of predict, which is currently missing on this site (as far as I know), hence I did not close it as a duplicate as I would usually do.


    This simple example is sufficient to illustrate what your problem is:

    set.seed(0)
    x <- runif(50)
    y <- runif(50)
    ## true model
    z <- exp(4 * x - x * y) + sin(0.5 * y) + rnorm(50)
    

    We can fit a non-linear regression model by:

    fit1 <- nls(z ~ exp(a * x + b * x * y) + sin(c * y),
                start = list(a = 3, b = 0, c = 1))
    

    or

    xy <- x * y    
    fit2 <- nls(z ~ exp(a * x + b * xy) + sin(c * y),
                start = list(a = 3, b = 0, c = 1))
    

    However, be careful when making prediction with predict.

    newdat <- data.frame(x = runif(2), y = runif(2))
    pred1 <- predict(fit1, newdat)
    # [1] 19.476569  2.870397
    
    pred2 <- predict(fit2, newdat)
    #[1] 12.205215  2.900922 16.675160  2.588310 18.466907  3.221744 21.207958
    #[8]  2.478375 16.294230  2.230084 22.675165  2.741694 22.053141   2.441442
    #[15] 20.378554  2.069649 20.362845  2.380586 10.570350  3.168567 11.477691
    #[22]  2.438041 19.336928  2.648129 22.282448  2.899636 16.264152  3.229857
    #[29] 19.928498  1.779721 16.563424  2.688125 14.925190  2.718176 21.853093
    #[36]  1.856641 20.213350  1.957830 22.960452  2.767944 21.890656  2.719899
    #[43] 22.370200  2.066384 14.061771  2.237771 12.102094  3.232742 18.985547
    #[50]  1.909355
    

    predict.nls does not issue any warning like what predict.lm and predict.glm do (Getting Warning: “ 'newdata' had 1 row but variables found have 32 rows” on predict.lm in R). Basically, you have to provide all variables used in your fitting formula. Be aware, xy is also a variable:

    newdat$xy <- with(newdat, x * y)
    pred2 <- predict(fit2, newdat)
    # [1] 19.476569  2.870397