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Re: st: Regression analysis with a minimum function on the RHS
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: Regression analysis with a minimum function on the RHS
Date
Fri, 5 Mar 2010 14:14:45 -0500
Sebastian van Baal <[email protected]> :
This seems likely to be problematic no matter what you do--typically
the objective function should be differentiable in the parameters in
these kinds of problems. What is the theory that drives this
specification? Is there an alternative parameterization that is
differentiable?
On Fri, Mar 5, 2010 at 10:51 AM, Sebastian van Baal <[email protected]> wrote:
> Dear Stata Users:
>
> I attempt to fit a regression model that has a minimum function on the
> right-hand side. My current working solution is to use nonlinear least
> squares:
>
> . nl ( y = {b0} + min({b1}*x1 , {b2}*x2) )
>
> Being admittedly unexperienced with nonlinear least squares, I am unsure if
> this is correct. I have not seen an application of nonlinear least squares
> (or any other form of regression analysis) involving a minimum function.
> Would you say that is the correct way to proceed?
>
> Advance thanks for any hints you can give me.
>
> Sebastian van Baal
> Cologne, Germany
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