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rggplot2nonlinear-functionslog-likelihood

How to fit non-linear function to data in ggplot2 using maximum likelihood model in R?


The data set (x.test, y.test) is an exponential fit. I'm trying to fit a custom non-linear function and attached is the code. The regular points plot just fine but I'm unable to get the fit line to work. Any suggestions?

x.test <- runif(50,2,8)
y.test <- 0.5^(x.test)
df <- data.frame(x.test, y.test)

library(ggpmisc)
my.formula <- y ~ lambda/ (1 + aii*x)
ggplot(data  = df, aes(x=x.test,y=y.test)) + 
  geom_point(shape=21, fill="white", color="red", size=3) + 
  stat_smooth(method="nls",formula =  y.test ~ lambda/ (1 + aii*x.test), method.args=list(start=c(lambda=1000,aii=-816.39)),se=F,color="red") +
   geom_smooth(method="lm", formula = my.formula , col = "red") + stat_poly_eq(formula = my.formula, aes(label = stringr::str_wrap(paste(..eq.label.., ..rr.label.., sep = "~~~"))),  parse = TRUE, size = 2.5, col = "red") + stat_function(fun=function (x.test){
  y.test ~ lambda/ (1 + aii*x.test)}, color = "blue")

enter image description here


Solution

  • A few things:

    • you need to use y and x as the variable names in the formula argument to geom_smooth, regardless of what the names are in your data set
    • you need better starting values (see below)
    • there's a GLM trick you can use to fit this model; doesn't always work (can be numerically unstable), but it doesn't need starting values and will work more often than nls()
    • I don't think lm() and stat_poly_eq() are going to work as expected (or maybe at all) with a nonlinear formula ...

    simulate data

    (same as your code but using set.seed() - probably not important here but good practice)

    set.seed(101)
    x.test <- runif(50,2,8)
    y.test <- 0.5^(x.test)
    df <- data.frame(x.test, y.test)
    

    attempt nls fit with your starting values

    It's usually a good idea to troubleshoot by fitting any smoothing terms outside of ggplot2, so you have fewer layers to dig through to find the problems:

    nls(y.test ~ lambda/(1+ aii*x.test),
        start = list(lambda=1000,aii=-816.39),
        data = df)
    

    Error in nls(y.test ~ lambda/(1 + aii * x.test), start = list(lambda = 1000, : singular gradient

    OK, still doesn't work. Let's use glm() to get better starting values: we use an inverse-link GLM:

    1/y = b0 + b1*x
      y = 1/(b0 + b1*x) 
        = (1/b0)/(1 + (b1/b0)*x)
    

    So:

    g1 <- glm(y.test ~ x.test, family = gaussian(link = "inverse"))
    s0 <- with(as.list(coef(g1)), list(lambda = 1/`(Intercept)`, aii = x.test/`(Intercept)`))
    

    This gives lambda = -0.09, aii = -0.638 (with a little bit more work we could probably also figure out how to eyeball these by looking at the starting point and scale of the curve).

    ggplot(data  = df, aes(x=x.test,y=y.test)) +
      geom_point(shape=21, fill="white", color="red", size=3) +
      stat_smooth(method="nls",
                  formula =  y ~ lambda/ (1 + aii*x),
                  method.args=list(start=s0),
                  se=FALSE,color="red") +
      stat_smooth(method = "glm",
                  formula = y ~ x,
                  method.args = list(gaussian(link = "inverse")),
                  color = "blue", linetype = 2)
    

    enter image description here