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MathGroup Archive 2000

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NonLinearRegress and a constraint

  • To: mathgroup at smc.vnet.net
  • Subject: [mg22153] NonLinearRegress and a constraint
  • From: "Christian vonPein" <vonpein at mobilixnet.dk>
  • Date: Wed, 16 Feb 2000 02:35:19 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Hi everybody

I got a quistion regarding NonLinearRegress and a constraint. I'll go 
right forward.

I've got a nx1-vector which has to satiesfy
e = - Inverse[Transpose[B] . (V + Transpose[V]) . B + 2 V[[1,1]] 
(m[[k+13]]^2) + 2 V[[4,4]] (m[[k+31]]^2)] . (Transpose[B] . (V + 
Transpose[V]) . A );

and I've got an nxn matrix
H = Q + d Transpose[A + B . e] . V . (A + B . e) + d V[[1,1]] (SA11 + 
(Transpose[e] ( m[[k+13]]^2)) . e) + d V[[4,4]] (SA22 + (Transpose[e] 
(m[[k+31]]^2)) . e);

were Q, V, SA11, SA22 is nxn and B is nx1 and m[[x,x]] is some 
parameters from a List.

I've got a data materal with n+1 series of about 100 observations.

I would like to make a NonLinearRegress[data, e[[1,1]] x1 + e[[1,2]] x2 
+ .... +e[[n,n]] xn, x1, x2,...,xn, .....etc] but were H == V as a 
constraint. Does any one know how to do this.

I hope to hear from some of you -

Christian von Pein
vonpein at mobilixnet.dk
Copenhagen, Denmark


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