Biology Reference
In-Depth Information
Example 8-4
.......................
We use the Gauss-Newton algorithm to estimate parameter r in the
model G(r;t)
5.3 e rt
¼
from the U.S. population data in Table 8-3.
The matrices are
2
3
2
3
2
3
2
3
3e rt 0
3e rt 0
t 0 5
:
0
P 0
5
:
0
4
5
4
5
4
5
4
5
3e rt 1
e r
3e rt 1
e r
t 1 5
:
1
ð
5
:
3
Þ
P 1
5
:
7
:
2
ð
5
:
3
Þ
3e rt 2
e 2r
3e rt 2
e 2r
t 2 5
:
2
ð
5
:
3
Þ
P 2
5
:
9
:
6
ð
5
:
3
Þ
and Y ¼
3e rt 3
e 3r
3e rt 3
e 3r
P
¼
t 3 5
:
¼
3
ð
5
:
3
Þ
P 3
5
:
¼
12
:
9
ð
5
:
3
Þ
:
3e rt 4
e 4r
3e rt 4
e 4r
t 4 5
:
4
ð
5
:
3
Þ
P 4
5
:
17
:
1
ð
5
:
3
Þ
3e rt 5
e 5r
3e rt 5
e 5r
t 5 5
:
5
ð
5
:
3
Þ
P 5
5
:
23
:
2
ð
5
:
3
Þ
3e rt 6
e 6r
3e rt 6
e 6r
t 6 5
:
6
ð
5
:
3
Þ
P 6
5
:
31
:
4
ð
5
:
3
Þ
(8-32)
We begin with an initial guess of r 0 ¼
0.3 and compute
Þ 1
P T P
P T Y Þ¼
e¼ð
ð
0
:
0040379399. The improved guess, r 1 , is then
calculated to be
r 1 ¼
r 0 þe ¼
0
:
3
0
:
0040379399
¼
0
:
295962601
:
Using this value for r in Eq. (8-31), we compute
e¼ð
Þ 1
P T P
P T Y Þ¼
ð
0
:
000048084. The value for the next guess will
now be
r 2
¼
r 1
þe ¼
0
:
295962601
0
:
000048084
¼
0
:
295914517
:
The process continues until the desired accuracy is achieved. Assume
we only want to calculate an answer accurate to at least three decimal
places. The value
e ¼
0.000048084 calculated above is then
e ¼
0.000, and,
therefore, r 2 is the answer. 3
C. The Gauss-Newton Method for Two and More Variables
For models involving two or more parameters, the idea behind the
Gauss-Newton method is the same, but the matrices P and Y* need
to be changed appropriately. We outline the process for two parameters
and then discuss how it generalizes for an arbitrary number of
parameters.
¼
¼
Consider the model Y
G(r,c;X), where the goal is to
find the least-squares values of the parameters c and r estimated from
the data
G(parameters; X)
ð
X 1
;
Y 1
Þ; ð
X 2
;
Y 2
Þ; ... ; ð
X n
;
Y n
Þ
.
3. Compare this value with the least-squares value for r we obtained for the same
model and data set earlier (Table 8-5) using Newton's method.
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