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st: Regression analysis with a minimum function on the RHS
From
"Sebastian van Baal" <[email protected]>
To
<[email protected]>
Subject
st: Regression analysis with a minimum function on the RHS
Date
Fri, 5 Mar 2010 16:51:00 +0100
Dear Stata Users:
I attempt to fit a regression model that has a minimum function on the
right-hand side. My current working solution is to use nonlinear least
squares:
. nl ( y = {b0} + min({b1}*x1 , {b2}*x2) )
Being admittedly unexperienced with nonlinear least squares, I am unsure if
this is correct. I have not seen an application of nonlinear least squares
(or any other form of regression analysis) involving a minimum function.
Would you say that is the correct way to proceed?
Advance thanks for any hints you can give me.
Sebastian van Baal
Cologne, Germany
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