Re: [Gretl-users] Non-linear least squares
Dear All,
I was trying to estimate a non-linear least squares regression and
found the following discussion from April 2008.
http://lists.wfu.edu/pipermail/gretl-users/2008-April/002337.html
I changed the code, so that it would accommodate my "model". All Xi's
as well as Y are time series. Unfortunately, when I estimate the
model, I get an error: b1: expect scalar or vector.
... But don´t you get this error because you define the scalars after de
'nls ... end nls' command, instead of defining them before?
nls Y= w1*X1+ w2*X2 + w3*X3 + w4*X4 + w5*X5 + w6*X6
w1=b1^2
w2=b2^2
w3=b3^2
w4=b4^2
w5=b5^2
w6=1-w1-w2-w3-w4-w5
params b1 b2 b3 b4 b5
end nls
After this, I tried to define arbitrary scalars as starting values (no
theory, just numbers that came to my mind)
scalar b1=0.1
scalar b2=0.2
scalar b3=-0.05
scalar b4=0.03
scalar b5=-0.015
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