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st: RE: leastsquare-late answer


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: leastsquare-late answer
Date   Fri, 28 Nov 2003 17:27:20 -0000

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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