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Nonlinear Regression Models Explained

This document discusses nonlinear regression models, including methods for deriving constants and linearizing data for analysis. It provides examples of exponential and growth models, detailing how to apply least squares estimation and numerical methods to find model parameters. Additionally, it covers polynomial models and transformations to linear regression for easier parameter estimation.

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0% found this document useful (0 votes)
20 views20 pages

Nonlinear Regression Models Explained

This document discusses nonlinear regression models, including methods for deriving constants and linearizing data for analysis. It provides examples of exponential and growth models, detailing how to apply least squares estimation and numerical methods to find model parameters. Additionally, it covers polynomial models and transformations to linear regression for easier parameter estimation.

Uploaded by

aknu446
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd

Nonlinear Models

After reading this chapter, you should be able to


1. derive constants of nonlinear regression models,
2. use in examples, the derived formula for the constants of the nonlinear regression
model, and
3. linearize (transform) data to find constants of some nonlinear regression models.

From fundamental theories, we may know the relationship between two variables.
An example in chemical engineering is the Clausius-Clapeyron equation that relates vapor
pressure of a vapor to its absolute temperature, .
(1)
where and are the unknown parameters to be determined. The above equation is not
linear in the unknown parameters. Any model that is not linear in the unknown parameters is
described as a nonlinear regression model.

Nonlinear models using least squares


The development of the least squares estimation for nonlinear models does not
generally yield equations that are linear and hence easy to solve. An example of a nonlinear
regression model is the exponential model.

Exponential model
Given , ,... , best fit to the data. The variables and
are the constants of the exponential model. The residual at each data point is
(2)
The sum of the square of the residuals is

(3)

06.04.1
To find the constants and of the exponential model, we minimize by differentiating
with respect to and and equating the resulting equations to zero.

(4a,b)
or

(5a,b)
Equations (5a) and (5b) are nonlinear in and and thus not in a closed form to be
solved as was the case for linear regression. In general, iterative methods (such as
Gauss-Newton iteration method, method of steepest descent, Marquardt's method, direct
search, etc) must be used to find values of and .
However, in this case, from Equation (5a), can be written explicitly in terms of as

(6)

Substituting Equation (6) in (5b) gives

(7)

This equation is still a nonlinear equation in and can be solved best by numerical methods
such as the bisection method or the secant method.

Example 1
Many patients get concerned when a test involves injection of a radioactive material. For
example for scanning a gallbladder, a few drops of Technetium-99m isotope is used. Half of
the technetium-99m would be gone in about 6 hours. It, however, takes about 24 hours for
the radiation levels to reach what we are exposed to in day-to-day activities. Below is given
the relative intensity of radiation as a function of time.

Table 1 Relative intensity of radiation as a function of time


0 1 3 5 7 9
1.000 0.891 0.708 0.562 0.447 0.355

If the level of the relative intensity of radiation is related to time via an exponential formula
, find
a) the value of the regression constants and ,
b) the half-life of Technium-99m, and
c) the radiation intensity after 24 hours.

Solution
a) The value of is given by solving the nonlinear Equation (7),

(8)

and then the value of from Equation (6),

(9)

Equation (8) can be solved for using bisection method. To estimate the initial
guesses, we assume and . We need to check whether these values
first bracket the root of . At , the table below shows the evaluation of
.

Table 2 Summation value for calculation of constants of model


i i t i e ti i e ti e 2ti t i e 2ti
1 0 1 0.00000 1.00000 1.00000 0.00000
2 1 0.891 0.79205 0.79205 0.78663 0.78663
3 3 0.708 1.4819 0.49395 0.48675 1.4603
4 5 0.562 1.5422 0.30843 0.30119 1.5060
5 7 0.447 1.3508 0.19297 0.18637 1.3046
6 9 0.355 1.0850 0.12056 0.11533 1.0379

6.2501 2.9062 2.8763 6.0954

From Table 2
Similarly

Since
,
the value of falls in the bracket of . The next guess of the root then is

Continuing with the bisection method, the root of is found as . This


value of the root was obtained after 20 iterations with an absolute relative approximate error
of less than 0.000008%.
From Equation (9), can be calculated as

The regression formula is hence given by

b) Half life of Technetium-99m is when

c) The relative intensity of the radiation after 24 hrs is

This implies that only of the initial radioactive intensity is


left after 24 hrs.
Figure 1 Relative intensity of radiation as a function of temperature using an
exponential regression model.

Growth model
Growth models common in scientific fields have been developed and used
successfully for specific situations. The growth models are used to describe how something
grows with changes in the regressor variable (often the time). Examples in this category
include growth of thin films or population with time. Growth models include
(10)

where and are the constants of the model. At , and as , .


The residuals at each data point , are

(11)
The sum of the square of the residuals is

(12)

To find the constants , and we minimize by differentiating with respect to , and


, and equating the resulting equations to zero.
,

. (13a,b,c)

One can use the Newton-Raphson method to solve the above set of simultaneous nonlinear
equations for , and .

Example 2
The height of a child is measured at different ages as follows.

Table 3 Height of the child at different ages.


0 5.0 8 12 16 18
20 36.2 52 60 69.2 70

Estimate the height of the child as an adult of 30 years of age using the growth model,

Solution
The saturation growth model of height, vs. age, is given as

where the constants , and are the roots of the simultaneous nonlinear equation system

(14a,b,c)

We need initial guesses of the roots to get the iterative process started to find the root of
those equations. Suppose we use three of the given data points such as (0, 20), (12, 60) and
(18, 70) to find the initial guesses of roots; we have
One can solve three unknowns , and for the initial guesses from the three equations as

Applying the Newton-Raphson method for simultaneous nonlinear equations with the above
initial guesses, one can get the roots

The saturation growth model of the height of the child then is

The height of the child as an adult of 30 years of age is

Polynomial Models
Given data points use least squares method to regress the
data to an order polynomial.
(15)
The residual at each data point is given by
(16)
The sum of the square of the residuals is given by

(17)

To find the constants of the polynomial regression model, we put the derivatives with respect
to to zero, that is,
Figure 2 Height of child as a function of age saturation growth model.

(18)
Setting those equations in matrix form gives

(19)

The above are solved for


Example 3
To find contraction of a steel cylinder, one needs to regress the thermal expansion coefficient
data to temperature

Table 4 The thermal expansion coefficient at given different temperatures


Temperature, Coefficient of thermal
expansion,
80
40
-40
-120
-200
-280
-340

Fit the above data to

Solution
Since is the quadratic relationship between the thermal expansion
coefficient and the temperature, the coefficients are found as follows

Table 5 Summations for calculating constants of model

1 80
2 40
3 -40
4 -120
5 -200
6 -280
7 -340
Table 5 (cont)

1
2
3
4
5
6
7

We have

Solving the above system of simultaneous linear equations, we get

The polynomial regression model is


Transforming the data to use linear regression formulas
Examination of the nonlinear models above shows that in general iterative methods are
required to estimate the values of the model parameters. It is sometimes useful to use simple
linear regression formulas to estimate the parameters of a nonlinear model. This involves
first transforming the given data such as to regress it to a linear model. Following the
transformation of the data, the evaluation of model parameters lends itself to a direct solution
approach using the least squares method. Data for nonlinear models such as exponential,
power, and growth can be transformed.
Exponential Model
As given in Example 1, many physical and chemical processes are governed by the
exponential function.
(20)
Taking natural log of both sides of Equation (20) gives
(21)
Let

implying

then
(22)
Figure 3 Second-order polynomial regression model for coefficient of thermal expansion
as a function of temperature.

The data versus is now a linear model. The constants and can be found using the
equation for the linear model as

(23a,b)

Now since and are found, the original constants with the model are found as

(24a,b)

Example 4
Repeat Example 1 using linearization of data.

Solution

Assuming

We get

This is a linear relationship between and .

(25a,b)

Table 6 Summations of data to calculate constants of model.

1 0 1 0.00000 0.0000 0.0000


2 1 0.891 -0.11541 -0.11541 1.0000
3 3 0.708 -0.34531 -1.0359 9.0000
4 5 0.562 -0.57625 -2.8813 25.000
5 7 0.447 -0.80520 -5.6364 49.000
6 9 0.355 -1.0356 -9.3207 81.000

25.000 -2.8778 -18.990 165.00

From Equation (25a,b) we have

Since

The regression formula then is

Compare the formula to the one obtained without data linearization,

b) Half-life is when

c) The relative intensity of radiation, after 24 hours is


This implies that only of the initial radioactivity is left after
24 hours.
Logarithmic Functions
The form for the log regression models is
(26)
This is a linear function between and and the usual least squares method applies in
which is the response variable and is the regressor.

Figure 4 Exponential regression model with transformed data for relative intensity of
radiation as a function of temperature.

Example 5
Sodium borohydride is a potential fuel for fuel cell. The following overpotential vs.
current data was obtained in a study conducted to evaluate its electrochemical kinetics.

Table 7 Electrochemical Kinetics of borohydride data.


-0.29563 -0.24346 -0.19012 -0.18772 -0.13407 -0.0861
0.00226 0.00212 0.00206 0.00202 0.00199 0.00195
At the conditions of the study, it is known that the relationship that exists between the
overpotential and current can be expressed as
(27)
where is an electrochemical kinetics parameter of borohydride on the electrode. Use the
data in Table 7 to evaluate the values of and .

Solution
Following the least squares method, Table 8 is tabulated where

We obtain
(28)
This is a linear relationship between and , and the coefficients and are found as
follow

(29a,b)

Table 8 Summation values for calculating constants of model


#
1 0.00226 -0.29563 -6.0924 37.117 1.8011
2 0.00212 -0.24346 -6.1563 37.901 1.4988
3 0.00206 -0.19012 -6.1850 38.255 1.1759
4 0.00202 -0.18772 -6.2047 38.498 1.1647
5 0.00199 -0.13407 -6.2196 38.684 0.83386
6 0.00195 -0.08610 -6.2399 38.937 0.53726

0.012400 -1.1371 -37.098 229.39 7.0117


Hence

Figure 5 Overpotential as a function of current.

Power Model
The power Model equation describes many scientific and engineering phenomena. In
chemical engineering, the rate of chemical reaction is often written in power function form as
(30)
The method of least squares is applied to the power function by first linearizing the data (the
assumption is that is not known). If the only unknown is , then a linear relation exists
between and . The linearization of the data is as follows.
(31)
The resulting equation shows a linear relation between and .
Let
implying

we get
(32)

(33a,b)

Since and can be found, the original constants of the model are

(34a,b)

Example 6
The progress of a homogeneous chemical reaction is followed and it is desired to evaluate the
rate constant and the order of the reaction. The rate law expression for the reaction is known
to follow the power function form
(35)
Use the data provided in the table to obtain and .

Table 9 Chemical kinetics.


4 2.25 1.45 1.0 0.65 0.25 0.006
0.398 0.298 0.238 0.198 0.158 0.098 0.048

Solution
Taking the natural log of both sides of Equation (35), we obtain

Let

implying that (36)


(37)
We get

This is a linear relation between and , where


(38a,b)

Table 10 Kinetics rate law using power function

1 4 0.398 1.3863 -0.92130 -1.2772 1.9218


2 2.25 0.298 0.8109 -1.2107 -0.9818 0.65761
3 1.45 0.238 0.3716 -1.4355 -0.5334 0.13806
4 1 0.198 0.0000 -1.6195 0.0000 0.00000
5 0.65 0.158 -0.4308 -1.8452 0.7949 0.18557
6 0.25 0.098 -1.3863 -2.3228 3.2201 1.9218
7 0.006 0.048 -5.1160 -3.0366 15.535 26.173

-4.3643 -12.391 16.758 30.998

From Equation (38a,b)

From Equation (36) and (37), we obtain


Finally, the model of progress of that chemical reaction is

Figure 6 Kinetic chemical reaction rate as a function of concentration.

Growth Model
Growth models common in scientific fields have been developed and used successfully for
specific situations. The growth models are used to describe how something grows with
changes in a regressor variable (often the time). Examples in this category include growth of
thin films or population with time. In the logistic growth model, an example of a growth
model in which a measurable quantity varies with some quantity is
(39)
For , while as , . To linearize the data for this method,

(40)

Let
,

implying that

implying
Then
(41)
The relationship between and is linear with the coefficients and found as follows.

(42a,b)

Finding and , then gives the constants of the original growth model as

(43a,b)

Common questions

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In regression analysis, the polynomial model differs from the exponential model in function form, application, and parameter estimation. The polynomial model uses a multi-term expression to capture more complex linear or nonlinear relationships between variables, making it suitable for data with multiple turning points and varied trend directions. It involves directly solving a system of linear equations derived from polynomial expressions. In contrast, the exponential model captures data patterns that follow a consistent multiplicative rate of change, common in decay or growth contexts, such as radioactive decay. It often requires linearization for parameter estimation or solving through nonlinear iterative methods when dealing with their inherent nonlinearity. The choice between these models is determined by data characteristics, with polynomial fitting useful for diverse trend patterns and exponential fitting apt for consistent growth/decay scenarios .

The limitations of applying linear regression techniques to nonlinear models include potential misrepresentation of data relationships due to oversimplification through transformation, loss of model fidelity, and possible distortion of error terms. These are addressed by utilizing iterative nonlinear methods to directly solve the original model equations accurately, using linearization only when the transformed model closely resembles the original. The sources recommend combining linear approximations for quick assessments with iterative methods for precise solutions, exemplified in calculating the decay of radioactive materials and modeling chemical reactions .

Nonlinear regression models can be solved using either linearization or direct nonlinear methods, each with distinct approaches and applications. Linearization involves transforming the nonlinear model into a linear form through mathematical manipulation (e.g., logarithmic transformation), allowing for the application of linear regression techniques that ease parameter estimation. In contrast, direct nonlinear methods, such as iterative techniques, address models in their original form, requiring advanced computation to approximate solutions. The choice between these methods depends on the model's complexity and available data. Linearization often simplifies the process for models that lend well to transformation, as with finding exponential decay constants . Direct methods are necessary when transformation isn't suitable or results in significant distortion of the model .

Growth models describe how a system evolves over time and vary in application across scientific fields. In biological sciences, they might describe population growth, while in material science, they might depict the growth of thin films or crystals. A specific example from the sources is the saturation growth model applied to estimate the height of a child at 30 years based on measurements from childhood. The process involves solving a system of nonlinear equations for the growth model's constants using initial guesses and iterative methods such as the Newton-Raphson method .

Initial guesses are crucial in solving nonlinear regression problems as they influence the convergence and speed of iterative methods. Accurate initial guesses reduce computation time and help avoid local minima traps in the solution space. Recommended strategies include analyzing a subset of data points to extract approximate values, applying expertise to infer plausible starting parameters, and evaluating the function's behavior at given data points to bracket potential roots logically. The sources illustrate using specific data points from a child’s growth dataset to obtain initial guesses for model parameters, facilitated by methods like the Newton-Raphson .

Deriving the constants of a nonlinear regression model involves using iterative methods because the equations are not in closed form. First, identify the model, such as the exponential model given by expressions involving variables and unknown constants. For estimation, formulate the residuals and their sum of squares. Differentiate these with respect to the unknown constants, equate to zero, and solve the resulting system using methods like the Gauss-Newton or Marquardt's method. Adjust initial guesses through trial methods such as the bisection method to ensure convergence. This approach allows finding the regression constants .

The Clausius-Clapeyron equation is significant as an exemplar of a nonlinear regression model that relates vapor pressure to temperature. This equation, like many nonlinear models, involves parameters that are not linearly related, necessitating specific estimation techniques to derive these parameters from empirical data. It highlights the necessity of employing nonlinear regression techniques and iterative methods to model complex relationships found in chemical engineering .

The bisection method iteratively narrows down the interval where the root of a nonlinear equation lies by evaluating the sign of the function at the midpoint of the interval. If the function changes sign over an interval, a root must lie within that interval. This method is important in regression because it allows for the initial estimation of model parameters, which can then be refined using more complex iterative techniques to achieve precise convergence for the nonlinear regression models, as demonstrated in calculating parameters for Technetium-99m decay .

Nonlinear regression models are solved using iterative methods such as the Gauss-Newton iteration method, method of steepest descent, Marquardt's method, and the bisection method. These methods are necessary because nonlinear equations generally don't have a closed-form solution due to their complexity and cannot be solved using standard algebraic manipulation. Iterative methods provide a way to approximate the model parameters by successively refining estimates until they converge to a solution that minimizes the sum of squared residuals .

Linearization of nonlinear regression models involves transforming the original nonlinear equation into a linear form. This is achieved by applying mathematical operations such as logarithmic transformation, which simplifies solving for model constants using standard linear regression techniques. For example, the exponential model can be linearized by taking the natural log of both sides, which transforms it into a linear relationship between new variables. Solving this provides an indirect way to estimate the nonlinear model's constants, demonstrated through linearizing the data of a radioactive decay model to find constants .

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