The best documentation of the precise -nl-
algorithm is the code itself, I suspect.
Also, despite Patrick Royston's formative role
in developing -nl- the program has evolved
somewhat since 1992, although I can't comment
on how far this has affected the core algorithm.
StataCorp may be willing to comment next week
after Thanksgiving.
Nick
[email protected]
Andreas Aschbacher
> SORRY that I am answering so late,but it took me some time
> to experiment
> with
> both model-functions(see below):
> //!!!!!!!!!!!!! I answered twice to Nick Cox by `answer` in
> my e-mail-Editor
> but it did not occur in Stata-list // maybe it was the
> long time I
> experienced //
>
> You are right in assuming that I try to fit a twopeak-curve-
> a4 * (a1*exp(-((x-a3)/a2)^2) + (1 - a1)*exp(-((x-a6)/a5)^2)) -
> makes physical-sense and I am successful and happy to reach
> convergence with
> both models yours and mine the old one: f(x) =
> a1*exp(-((x-a3)/a2)^2) +
> a4*exp(-((x-a6)/a5)^2) :
> I varied the parameters in both cases(model-functions)
> and tried to
> vary tolerance ;
> stepsize and iterations with help from numerical
> recipes/method of
> Levenberg-Marquardt/
> but - this is my problem - only successful in another
> statistical software,
> I have problems to program and vary tolerance;stepsize and
> iterations in
> Stata,writing the do-file
> with initial parameter-setting works wthout mistakes(see
> do-file above).
> I can't find >> Royston,P 1992 sg 1.2 Nonlinear Regression
> Command. Stata
> Technical Bulletin 7: 11- 18
> Reprinted in Stata Technical Bulletin reprints vol 2,pp.
> 112 - 120 <<
> anywhere , I want to know the algorithm very exactly.
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