Thank you Brian.
Specifying eps to e-9 or even e-11 makes the difference between the models smaller, now so small that they seem acceptable.
Best Regards
Lina Jonsson
> -----Ursprungligt meddelande-----
> Fr�n: [email protected]
> [mailto:[email protected]] F�r Brian P. Poi
> Skickat: den 9 september 2008 19:09
> Till: [email protected]
> �mne: Re: st: nl-command sensitive (sometimes) to unit of measurement
>
>
> On Tue, 9 Sep 2008, Lina Jonsson wrote:
>
> > Dear all,
> >
> > I have encountered a strange phenomenon using the nl-command. I am
> > estimating a model on two subsets. Among the independet
> variables are
> > two variables that measure a distance and when I changed
> the unit from
> > meters into km the estimates of other variables in the
> models changed
> > (by a substantial amount) for one of the subsets but not the other.
> ...
> >
> > b1 is 0.56 when the distance variables are measured in
> meters and 0.48
> > when measured in km, a quite large difference. Any
> suggestions how to
> > deal with this?
> >
>
> A couple of thoughts come to mind. First, you might try specifying
> eps(1e-8) or eps(1e-9) before you fit the model. That
> controls the convergence criterion. You might find that by
> tightening that up, the model does in fact converge to the
> same solution whether you use meters or kilometers.
>
> Second, in linear regression if you multiply a regressor by
> 1000 then you will get the same parameters, except the
> parameter for the regressor you multiplied by 1000 will be
> 1/1000th of its original value. However, that property is
> not always true for nonlinear models. Here is a trivial
> example to illustrate that point:
>
> . sysuse auto
> . nl (mpg = {b0} + {b1}*exp(1/gear))
>
> mpg | Coef. Std. Err. t P>|t|
> --------------------------------------------------
> /b0 | 88.36907 10.4828 8.43 0.000
> /b1 | -47.71047 7.446863 -6.41 0.000
>
> . replace gear = gear / 10
> . nl (mpg = {b0} + {b1}*exp(1/gear))
>
> mpg | Coef. Std. Err. t P>|t|
> ----------+---------------------------------------
> /b0 | 27.02461 1.16402 23.22 0.000
> /b1 | -.1680976 .0298792 -5.63 0.000
>
>
> Thus, the fact that there are 1000 meters in 1 kilometer does
> not automatically imply that whether you use meters or
> kilometers will just affect your b1 parameter by a factor of 1000.
>
> Third, you might try using slightly different starting
> values. Do the starting values you use affect the final results?
>
> -- Brian Poi
> -- [email protected]
>
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