# Solved – Why does the scaling exponent of a power law fit change so radically when the data is scaled by a constant

Consider the following data and the code

``% The data x = [4 4.5 5 5.5 6 6.5];  y1 =  [0.000159334114311,0.000184477307337,0.002931979623674,...     0.004321711975947,0.006269020390557,0.012537205790269];  y2 = [0.000160708687146,0.000186102543697,0.002956862489638,...     0.004356837209873,0.006325918592142,0.012667035948290];  % The fit is setup ft = fittype( 'power1' ); opts = fitoptions( ft ); opts.DiffMaxChange = 0.1; opts.DiffMinChange = 1e-16; opts.Display = 'Off'; opts.Lower = [0 0]; opts.MaxFunEvals = 99999; opts.MaxIter = 99999; opts.StartPoint = [1 10]; opts.TolFun = 1e-16; opts.TolX = 1e-16; opts.Upper = [Inf Inf];  % The fits are executed [fitresult, gof] = fit( x', y1', ft) [fitresult, gof] = fit( x', y1'/86400, ft) [fitresult, gof] = fit( x', y2', ft) [fitresult, gof] = fit( x', y2'/86400, ft) ``

I was trying to fit y1 vs. x and then y2 vs. x to a simple power law \$y=ax^b\$. Mainly I am interested in the exponent \$b\$. Don't care much for \$a\$. As I started playing with different units, converting y1 and y2 between days and seconds, I saw that for y1, the exponent stayed the same after scaling but for y2, the exponent changed significantly after scaling.

For y1, here is the output

``fitresult =    General model Power1:  fitresult(x) = a*x^b  Coefficients (with 95% confidence bounds):    a =   1.465e-09  (-8.771e-09, 1.17e-08)    b =       8.542  (4.759, 12.32)  gof =          sse: 4.265059892284385e-06    rsquare: 0.960370163394534        dfe: 4 adjrsquare: 0.950462704243167       rmse: 0.001032601071601  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%  fitresult =    General model Power1:  fitresult(x) = a*x^b  Coefficients (with 95% confidence bounds):    a =   1.696e-14  (-1.015e-13, 1.354e-13)    b =       8.542  (4.759, 12.32)  gof =          sse: 5.713439713386793e-16    rsquare: 0.960370163394534        dfe: 4 adjrsquare: 0.950462704243167       rmse: 1.195140129167579e-08 ``

we see that in this case the exponent is 8.542 in both cases, identical for my purposes. But for the second data set, I get

``fitresult =    General model Power1:  fitresult(x) = a*x^b  Coefficients (with 95% confidence bounds):    a =   3.472e-08  (-1.099e-07, 1.794e-07)    b =        6.83  (4.561, 9.099)  gof =          sse: 2.501974567230523e-06    rsquare: 0.977224831423532        dfe: 4 adjrsquare: 0.971531039279415       rmse: 7.908815599112364e-04  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%  fitresult =    General model Power1:  fitresult(x) = a*x^b  Coefficients (with 95% confidence bounds):    a =    1.71e-14  (-1.019e-13, 1.361e-13)    b =       8.542  (4.774, 12.31)  gof =          sse: 5.784659576382752e-16    rsquare: 0.960691723661228        dfe: 4 adjrsquare: 0.950864654576535       rmse: 1.202565962471784e-08 ``

now the exponent was 6.83 and then changed to 8.542 after changing units. Why did this happen?

The unit conversion is straightforward, just multiplication by a constant. I imagine that for a power law the exponent wouldn't depend on the scale of the data. For example, if I start with a quadratically correlated data, then multiply all of the y-coordinates by 10, the correlation will still be quadratic but the multiplicative constant will be multiplied by ten. So two questions.

1. Why does the exponent change when I scale the y-values? Should the exponent change so? Which behavior is more common? I thought scaling should make no difference so the first behavior should be more common than the second but then I don't understand why the second behavior should occur at all?

2. More importantly, what is the difference between the two data sets? Why the different behavior? Why does one change but not the other? Is there a deep mathematical reason behind it or is it easily explainable? Is it something inherent in the data itself? Thought I can't imagine what could it be. They are both so similar. Or does it have something to do with the black-box algorithm in MATLAB? Initialization and bounding parameter values doesn't make a difference. The algorithm always converges to these same values. It doesn't matter if I initialize or if I let MATLAB initialize. Is it something inherent in non-linear least squares method? I always imagined NLLSF to a power law to be robust to scaling but apparently it isn't. Very surprising I think!

Is this phenomenon well-known/studied? If someone can point me to some references as well, that would be great.

Thank you.

Following whuber's comment, "one has to suspect that the nonlinear fitting procedure is finding its solutions with relatively poor precision", after some careful playing around with the data (which I should have done to begin with) it turns out that the culprit was indeed low tolerance error. In my posted code,

``[fitresult, gof] = fit( x', y1', ft) ``

should have been

``[fitresult, gof] = fit( x', y1', ft,opts) ``

where I forgot to include opts and hence the tolerance (TolFun) was at the default 1e-6 instead of my specified 1e-16. So now MATLAB was returning answers much closer to what R is getting. Furthermore, I see that R and Mathematica seem to be automatically using the Levenberg-Marquardt algorithm while MATLAB keeps using Trust-Region algorithm. When I force MATLAB to use Levenberg-Marquardt, it now spits out identical answers to R and Mathematica. Thanks everyone!

Contents

Here is what it looks like in R.

``x <- c(4, 4.5, 5, 5.5, 6, 6.5) y1 <- c(0.000159334114311, 0.000184477307337, 0.002931979623674, 0.004321711975947,  0.006269020390557, 0.012537205790269) y2 <- c(0.000160708687146, 0.000186102543697, 0.002956862489638, 0.004356837209873,  0.006325918592142, 0.01266703594829)  > (out1 <- nls(y1 ~ a*x^b, start=list(a=1,b=10))) Nonlinear regression model   model:  y1 ~ a * x^b     data:  parent.frame()          a         b  2.880e-08 6.926e+00   residual sum-of-squares: 2.446e-06  Number of iterations to convergence: 31  Achieved convergence tolerance: 1.326e-07   > (out2 <- nls(y1/86400 ~ a*x^b, start=list(a=1,b=10))) Nonlinear regression model   model:  y1/86400 ~ a * x^b     data:  parent.frame()          a         b  3.333e-13 6.926e+00   residual sum-of-squares: 3.277e-16  Number of iterations to convergence: 11  Achieved convergence tolerance: 2.176e-07   > (out3 <- nls(y2 ~ a*x^b, start=list(a=1,b=10))) Nonlinear regression model   model:  y2 ~ a * x^b     data:  parent.frame()          a         b  2.849e-08 6.938e+00   residual sum-of-squares: 2.491e-06  Number of iterations to convergence: 30  Achieved convergence tolerance: 2.456e-07   > (out4 <- nls(y2/86400 ~ a*x^b, start=list(a=1,b=10))) Nonlinear regression model   model:  y2/86400 ~ a * x^b     data:  parent.frame()          a         b  3.297e-13 6.938e+00   residual sum-of-squares: 3.337e-16  Number of iterations to convergence: 11  Achieved convergence tolerance: 4.397e-07  ``

plots:

``plot(x, y1, "l") lines(x, y2, "l", col="green") lines(x, out1\$m\$fitted(), col="red") lines(x, out3\$m\$fitted(), col="red") ``

Looks reasonable. I don't think `nls` produces confidence intervals by default. For a readable account of how it works, see Modern Applied Statistics with S, Section 8.2.