Juan, Tanks for your answer and sorry for the confusion that was just a chronological order.
First step was nls which returned the error message
Second step: defined the scalars (which I wrote before the the nls code
Third step: Re estimated nls, with arbitrarily defined scalars
i.e. scalars = ... (...) nls...end nls
However, as discussed in the 2008 thread, I wanted to 'constrain' the coefficients to be non-negative, but nls returned a negative estimate on w5.
An alternative is to set up a quadratic programming excel solver model. I wanted to use nls, to a) verify my excel results an b) to retrive some standrad errors, for t-Tests.
Kind regards,
Jan
Von meinem iPad gesendet
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