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Concept
Régression non linéaire
Résumé
In statistics, nonlinear regression is a form of regression analysis in which observational data are modeled by a function which is a nonlinear combination of the model parameters and depends on one or more independent variables. The data are fitted by a method of successive approximations.
In nonlinear regression, a statistical model of the form,
relates a vector of independent variables, , and its associated observed dependent variables, . The function is nonlinear in the components of the vector of parameters , but otherwise arbitrary. For example, the Michaelis–Menten model for enzyme kinetics has two parameters and one independent variable, related by by:
This function is nonlinear because it cannot be expressed as a linear combination of the two s.
Systematic error may be present in the independent variables but its treatment is outside the scope of regression analysis. If the independent variables are not error-free, this is an errors-in-variables model, also outside this scope.
Other examples of nonlinear functions include exponential functions, logarithmic functions, trigonometric functions, power functions, Gaussian function, and Lorentz distributions. Some functions, such as the exponential or logarithmic functions, can be transformed so that they are linear. When so transformed, standard linear regression can be performed but must be applied with caution. See Linearization§Transformation, below, for more details.
In general, there is no closed-form expression for the best-fitting parameters, as there is in linear regression. Usually numerical optimization algorithms are applied to determine the best-fitting parameters. Again in contrast to linear regression, there may be many local minima of the function to be optimized and even the global minimum may produce a biased estimate. In practice, estimated values of the parameters are used, in conjunction with the optimization algorithm, to attempt to find the global minimum of a sum of squares.
For details concerning nonlinear data modeling see least squares and non-linear least squares.
Source officielle
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