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RE: st: re: Cumulative Accuracy Profile


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: re: Cumulative Accuracy Profile
Date   Thu, 3 Feb 2011 15:29:35 +0000

The poster has a small problem of not being able to spell their own name correctly. I offered advice and explanation.  

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

Jose Ricardo Nogueira

No one is claiming to a common fruit fly, so what's your problem?


On Thu, Feb 3, 2011 at 3:18 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> The name for the common fruit fly is Drosophila [not ...philia]
> melanogaster. Genus names are capitalised, specific names are not.
>
> In terms of the question, if you are minimising RMSE you are also
> minimising its square. In other words, this problem is nonlinear
> linear squares and there is absolutely no need to program it yourself.
> Head straight for the help and the manual entry for -nl-.
>
> Nick
>
> On Thu, Feb 3, 2011 at 5:52 AM, Drosophilia Melanogaster
> <mutilated_cadaver@yahoo.com> wrote:
>
>> How does one program an algorithm that estimates the concavity of a Cumulative Accuracy Profile (CAP) curve? I wish to fit a model for y using the function:
>>
>> y = [1- exp(-kx)]/[1-exp(-k)]
>>
>> where k is my parameter of interest and is obtained by minimizing a root mean square  error (RMSE) of the form:
>>
>>
>> e = sqrt{(1/N)*summation i to n of [y_i - [1- exp(-kx_i)]/[1-exp(-k)]]^2}.
>>
>>
>> The RMSE is minimized by applying a Newton-Raphson procedure using the following iteration (i=1,2... 20):
>>
>>
>> k_i+1 = k_i - [(de/dk)/(d2e/dk2)]     (ratio of derivatives)

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