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Nonlinear multiple regression SPSS
Hi, I am searching for a nonlinear multiple regression method,
preferably in SPSS. Can someone help me please? |
Nonlinear multiple regression SPSS
Excel has no built-in functionality for non-linear least squares.
If you only need approximate coefficient estimates, enter trial values for the parameters in a contiguous block of cells. Calculate predicted values in a range of cells using formulas that depend on the parameter cells. In another cell, calculate the sum of square differences of predicted from observed values. Use Solver to approximately minimize that sum of squared differences by changing the parameter cells. Note that with Solver's default convergence criteria it may declare a "solution" that is far from the real minimum. Try either tweekin Solver's options or minimizing a large multiple (say 1E8) times the sum of squared differences to see if you can get some improvement in Solver's "solution". If you know calculus, you can calculate the Jacobian matrix of partial derivatives evaluated at a trial solution and use LINEST to regress the (not squared) differences observed-predicted vs the Jacobian, to get a vector parameter shift. The next guess is that guess plus the shift; recalculate the Jacobian and repeat until convergence http://en.wikipedia.org/wiki/Nonlinear_least_squares At the least squares solution, use LINEST to regress the original observations vs the Jacobian to get 1st order Taylor series approximate standard errors of the parameter estimates. Jerry " wrote: Hi, I am searching for a nonlinear multiple regression method, preferably in SPSS. Can someone help me please? |
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