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Re: st: nonlinear regression with restrictions: Oops


From   Steven Samuels <[email protected]>
To   [email protected]
Subject   Re: st: nonlinear regression with restrictions: Oops
Date   Wed, 6 Dec 2006 15:14:45 -0500

Oops, I slipped twice on the send button; Sorry.

nl (y = {a1=?} + {a2=?}*x + (x>{b=?})*{a3=0}*(x-{b})^2)


Where you should substitute initial values of a1, a2 and b for the "?" from plots. See the manual on "nl" for options, robust standard errors, and so on.

Steven



Michael Stobernack wrote:
Dear all,

I would like to run the following nonlinear regression:

Y = a1 + a2 * X +a3 * (1 - dk) * (b**2 - 2 * b * x + x**2) + u

with dk = 1 if x <= b  and dk = 0 if x > b
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