Re: [Gretl-users] Nonlinear switching regression vs Loop constructs
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On Fri, 28 Jan 2011, Allin Cottrell wrote:
Anyway, in case it's of interest, I'm appending below a
re-write
of the grid-search variant...
In this version I've also rescaled the data to make the results
comparable with Jack's NLS variant.
Oof, another mistake, HHI should not be scaled -- or not without
adjusting the mu, sigma ranges.
<script>
...
HHI *= 100
If you delete that line in the script I posted last you find that
the (mu, sig) choice makes a tiny difference to the fit, with an
apparent max at (0.3, 0.01). But we're talking about the 4th
decimal place in the R^2.
Allin Cottrell
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Allin Cottrell