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Re: st: RE: Brute force


From   David Airey <david.airey@vanderbilt.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Brute force
Date   Mon, 16 Mar 2009 15:34:40 -0500

.

This might be what he is asking...?

http://cran.r-project.org/web/packages/nls2/nls2.pdf

-Dave

On Mar 16, 2009, at 3:08 PM, Verkuilen, Jay wrote:

I'm not sure what you mean by "brute force."

This is a nonlinear regression, and you haven't fully specified the
model. It's not obviously linearizable so you'll need to use nonlinear
least squares, -nl-, assuming that the model is really

Ai=B0*Ci*(Di^B1) + ei,

where ei is a Gaussian error. If not, you need to figure out what the
error term is. Multiplicative error would be

Ai=B0*Ci*(Di^B1)*exp(ei).

I'd be worried about identification so you should make very sure to give
good starting values.

Also, this model may not be appropriate for all variables. In particular if Ai, Ci, and Di aren't ratio scales (e.g., time, mass, etc.) I am not
sure it makes any sense at all.

JV

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Shun
Chonabayashi
Sent: Monday, March 16, 2009 3:51 PM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: RE: Brute force

Thank you so much for your replies.

Then, for example, if I have observations of variables Ai, Ci and Di and want to obtain the best estimates for constants B0 and B1 in the formula
below, do you think I can apply "brute force"? If so, could you let me
know
how to command this in Stata? Thanks for your time.

Ai=B0*Ci*(Di^B1)

Shun


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Monday, March 16, 2009 2:15 PM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: RE: Brute force

Jeph is based in the USA. That may not be evident from his email
address.

I think we agree, w.r.t. Shun's question, is that there isn't a
prescription
for applying brute force, any more than there is a prescription for
elegance
or simplicity.

Nick
n.j.cox@durham.ac.uk

Jeph Herrin

This may be a transatlantic distinction, but on this side of the pond,
"brute force" is often both admirable and desirable in all respects
except
efficiency. That is, the brute force method may be the best approach but
too
costly (in terms of time or resources) to implement.
In analysis, at least; in areas such as diplomacy it indeed lacks an
admirable connotation.


Nick Cox wrote:
This question probably arises as a understandable puzzle about
someone's
English usage, possibly mine!

Some approach may be described as "brute force", but that means only
that the technique will work, but is otherwise not admirable or
desirable.

There isn't a converse recipe for "brute force".

Some idea of context would be helpful.

Nick
n.j.cox@durham.ac.uk

Shun Chonabayashi

Could anybody explain how to do "brute force" in Stata or refer to any

page which explains about it? Thanks.


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