Gretl Manual: Gnu Regression, Econometrics and Time-series Library | ||
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The parameters of the regression function must be given initial values prior to the nls command. This can be done using the genr command (or, in the GUI program, via the menu item "Define new variable"). In some cases, where the nonlinear function is a generalization of (or a restricted form of) a linear model, it may be convenient to run an ols and initialize the parameters from the OLS coefficient estimates. In relation to the first example above, one might do:
ols C 0 Y genr alpha = coeff(0) genr beta = coeff(Y) genr gamma = 1
And in relation to the second example one might do:
ols y 0 x1 x2 genr alpha = coeff(0) genr beta = coeff(x1)