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From |
tashi lama <ltashi32@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: documentation on iteration for a non linear regression |

Date |
Wed, 13 Jun 2012 17:02:55 +0000 |

I am a beginer in performing regressions although I took a single class in econometrics while in school . So, you would guess that I am quite new into this matter. However, having math background, it gives me a courage to run regression to get an approximated function. Looking at the scatter graph, I surmised exponential regression might just do it. As a mathematician, if the fitted function is very close or almost close to the data points, I would be happy. And nl exp2: y x would give me a close fit with R-square ~ .9785. Now, since I have my fitted function, I could use it to find slopes although my eventual goal is to find the decay rate, which is yet another puzzle. By the way, I tried poisson which is also close and if anyone is interested, my dataset looks like following. I generate b to be run as x instead of day for simplification. As obvious from the dataset, it looks like a decreasing exponential decay. I need to get the decay rate if someone has any idea or thoughts... day hits b | |------------------------| 1. | 03jan2011 211 1 | 2. | 04jan2011 60 2 | 3. | 05jan2011 28 3 | 4. | 06jan2011 16 4 | 5. | 07jan2011 20 5 | |------------------------| 6. | 08jan2011 2 6 | 7. | 09jan2011 8 7 | 8. | 10jan2011 10 8 | 9. | 11jan2011 7 9 | 10. | 12jan2011 12 10 | |------------------------| 11. | 13jan2011 7 11 | 12. | 14jan2011 0 12 | 13. | 15jan2011 3 13 | 14. | 16jan2011 3 14 | 15. | 17jan2011 5 15 | |------------------------| 16. | 18jan2011 1 16 | 17. | 19jan2011 0 17 | 18. | 20jan2011 1 18 | 19. | 21jan2011 1 19 | 20. | 22jan2011 0 20 | |------------------------| 21. | 23jan2011 0 21 | 22. | 24jan2011 5 22 | 23. | 25jan2011 4 23 | 24. | 26jan2011 4 24 | 25. | 27jan2011 0 25 | |------------------------| 26. | 28jan2011 1 26 | 27. | 29jan2011 0 27 | 28. | 30jan2011 0 28 | 29. | 31jan2011 2 29 | 30. | 01feb2011 1 30 | |------------------------| 31. | 02feb2011 2 31 | 32. | 03feb2011 0 32 | 33. | 04feb2011 2 33 | 34. | 05feb2011 2 34 | Thanx.. ---------------------------------------- > Date: Wed, 13 Jun 2012 11:39:35 -0400 > Subject: Re: st: documentation on iteration for a non linear regression > From: austinnichols@gmail.com > To: statalist@hsphsun2.harvard.edu > > tashi lama <ltashi32@hotmail.com>: > You seem to be assuming additive Gaussian errors for a count outcome, > which strikes me as a bad idea. Compare the plausibility of the > various equivalent models below, and read the corresponding manual > entries for those commands. > > clear > input x y > 1 211 > 2 60 > 3 28 > 4 16 > end > nl exp2: y x, nolog > di [b1]_b[_cons], [b2]_b[_cons] > nl exp2 y x, nolog > di _b[b1], _b[b2] > glm y x, link(log) fam(gaussian) nolog > di exp(_b[_cons]), exp(_b[x]) > glm y x, link(log) fam(poisson) nolog > di exp(_b[_cons]), exp(_b[x]) > poisson y x, nolog > di exp(_b[_cons]), exp(_b[x]) > > > On Wed, Jun 13, 2012 at 11:04 AM, tashi lama <ltashi32@hotmail.com> wrote: > > That would help. Thanx... but it doesn't hurt to learn more although I am planning to spend a day or two to go through the manual on matrix, sth I haven't looked at before. I had a dataset as follows > > > > > > > > day hits b v | > > |---------------------------------| > > 1. | 03jan2011 211 1 209.0752 | > > 2. | 04jan2011 60 2 69.08601 | > > 3. | 05jan2011 28 3 22.82851 | > > 4. | 06jan2011 16 4 7.543365 | > > ---------------------------------------- > > > > > > > > v is my predicted value. day and hits are my original value and I generated b to use it as independant variable instead of day for simplification. Drawing a scatter plot helped me identify the nature of the curve which is exponential so i decided to use one of the built in exp models. So, I said > > > > > > > > nl exp2 :hits b > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: documentation on iteration for a non linear regression***From:*tashi lama <ltashi32@hotmail.com>

**Re: st: documentation on iteration for a non linear regression***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: documentation on iteration for a non linear regression***From:*tashi lama <ltashi32@hotmail.com>

**Re: st: documentation on iteration for a non linear regression***From:*William Buchanan <william@williambuchanan.net>

**RE: st: documentation on iteration for a non linear regression***From:*tashi lama <ltashi32@hotmail.com>

**Re: st: documentation on iteration for a non linear regression***From:*Phil Clayton <philclayton@internode.on.net>

**Re: st: documentation on iteration for a non linear regression***From:*Maarten Buis <maartenlbuis@gmail.com>

**RE: st: documentation on iteration for a non linear regression***From:*tashi lama <ltashi32@hotmail.com>

**RE: st: documentation on iteration for a non linear regression***From:*Nick Cox <n.j.cox@durham.ac.uk>

**RE: st: documentation on iteration for a non linear regression***From:*tashi lama <ltashi32@hotmail.com>

**Re: st: documentation on iteration for a non linear regression***From:*Austin Nichols <austinnichols@gmail.com>

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