Re: [Gretl-users] Non-linear least squares

Sven, thank you for clarification. Afterwards, I tried to adapt Jack's code to my problem (I have six independent variables x1...x6, therefore I think I need b1...b5 parameters, with exponential transformations e1...e5 and expand the den to den=1+e1+...+e5 to finally get w1...w5). This, however lead me to another problem. The calculation of the jacobian failed. I guess this is due to multicollienarity issues (correlations are high - between 0.83 and 0.97) and because it works, when I omit x6 and adapt the model accordingly. I also tried standard OLS-Coefficients as starting values for the b's but it did not change (which might be no surprise). However, using the wi=bi^2 parameterization, gretl has no problem with calculating the jacobian and runs through the estimation procedure (that came as surprise), but as you said there is the possibility that the last coefficient is negative. Once I again, I also want to thank Jack for providing the code. All the best, Jan -----Ursprüngliche Nachricht----- Von: Plus.line MailSystem [mailto:cyrus@mailer.plusline.de] Im Auftrag von Sven Schreiber Gesendet: Mittwoch, 30. April 2014 09:03 An: gretl-users(a)lists.wfu.edu Betreff: Re: [Gretl-users] Non-linear least squares Am 29.04.2014 20:17, schrieb Jan Tille: Jan, I looked at the old messages from 2008, and your question is perfectly ok. In fact, I think back then Jack gave a partly incorrect answer (unbelievable as it may sound), because in his example only the first two coefficients were actually restricted to be non-negative, not the last one. Hence results such as yours can happen. Jack's new answer is the one to follow (unless we find a mistake in another six years time...). cheers, sven _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users