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## octave-cvsupdate

 [Octave-cvsupdate] octave-forge/main/econometrics nls_example.m, NONE, 1.1 From: Michael Creel - 2006-06-13 13:25:29 ```Update of /cvsroot/octave/octave-forge/main/econometrics In directory sc8-pr-cvs3.sourceforge.net:/tmp/cvs-serv11343/main/econometrics Added Files: nls_example.m Log Message: Example for nonlinear least squares estimation --- NEW FILE: nls_example.m --- ## Copyright (C) 2006 Michael Creel ## ## This program is free software; you can redistribute it and/or modify ## it under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2 of the License, or ## (at your option) any later version. ## ## This program is distributed in the hope that it will be useful, ## but WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the ## GNU General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with this program; if not, write to the Free Software ## Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA ## Example to show how to use NLS # Generate data n = 100; # how many observations? # the explanatory variables: note that they have unequal scales x = [ones(n,1) rand(n,2)]; theta = 1:3; # true coefficients are 1,2,3 theta = theta'; lambda = exp(x*theta); y = randp(lambda); # generate the dependent variable # example objective function for nls function [obj_contrib, score] = nls_example_obj(theta, data, otherargs) y = data(:,1); x = data(:,2:columns(data)); lambda = exp(x*theta); errors = y - lambda; obj_contrib = errors .* errors; score = "na"; endfunction #################################### # define arguments for nls_estimate # #################################### # starting values theta = zeros(3,1); # data data = [y, x]; # name of model to estimate model = "nls_example_obj"; modelargs = {}; # none required for this obj fn. # controls for bfgsmin control = {50,1,1,1}; printf("\n\NLS estimation example\n"); [theta, obj_value, convergence] = nls_estimate(theta, data, model, modelargs, control); ```