Hallo HelpeRs,
I try to reconstruct some results from an econometric text book
(Heij et al. (2004), pp. 218-20).
For the data
> x <- structure(list(q1 = c(345, 331, 320, 314, 299, 395, 415,
490, 547, 656, 628, 627), d1 = c(1, 1, 1, 1, 1, 1, 1.05,
1.05, 1.05, 1.15, 1.15, 1.15)), .Names = c("q1", "d1"), row.names =
as.integer(c(NA,
12)), class = "data.frame")
I tried to estimate a nonlinear regression model using nls(). I get
>
nls(log(q1)~b1+(b2/b3)*(d1^b3-1),data=x,start=list(b1=0,b2=1,b3=1),trace=TRUE)
246.132 : 0.0000 1.0000 1.0000 51.0907
Error in qr.solve(QR.B, cc) : singular matrix 'a' in solve
However, using:
> jjf <- function(x){z <- log(q1)-x[1]+(x[2]/x[3])*(d1^x[3]-1);sum(z*z)}
> optim(c(0,1,1),jjf)
rendered (some of) the results desired in a jiffy. What am I doing
wrong?
Dietrich
--
Dietrich Trenkler c/o Universitaet Osnabrueck
Rolandstr. 8; D-49069 Osnabrueck, Germany
email: [EMAIL PROTECTED]
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