Hi Markovtsev, Others will have to help you with gretl syntax, but what you've specified here is a linear model, not a non-linear model. What makes it linear is that it's linear in the parameters. There are 3 independent variables for each y, namely 1, x, and x2. Then your model becomes y = [1 x x2] . [c b a], where the period should be read as "dot." The data matrix X has, for example, second row [1 2 4]. You can obtain the estimated parameter vector [c b a] by OLS. Frank Benford From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of ????? ????????? Sent: Wednesday, July 13, 2011 9:15 PM To: gretl-users(a)lists.wfu.edu Subject: [Gretl-users] Code sample for nonlinear least squares Hello guys, I am a developer from Russia trying very hard to learn how libgretl works. I successfully understood the provided code example (extra/simple_client.c). Unfortunately, LSQ is not enough and I want to use NLS. Could you please post a code example for, I say, y=a x^2 + b x + c model, x = 1, 2, 3, 4, 5, 6 y = 3, 7, 13, 21, 31, 43 data series. Particularly, how to get the values of a, b and c? I've read http://gretl.sourceforge.net/API/gretl-Nonlinear-models.html but it does not clarify how to write the actual code. I mean, it seems that I should use <http://gretl.sourceforge.net/API/gretl-Nonlinear-models.html#nlspec-new> nlspec_new(), <http://gretl.sourceforge.net/API/gretl-Nonlinear-models.html#nlspec-set-reg ression-function> nlspec_set_regression_function() and <http://gretl.sourceforge.net/API/gretl-Nonlinear-models.html#model-from-nls pec> model_from_nlspec() and I am not sure how to connect them. Thanks, Markovtsev Vadim.