RE: Curve fitting
- To: mathgroup at smc.vnet.net
- Subject: [mg29333] RE: [mg29323] Curve fitting
- From: "Johannes Ludsteck" <johannes.ludsteck at wiwi.uni-regensburg.de>
- Date: Thu, 14 Jun 2001 02:27:14 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Dear Tobin,
if you know that the expression in your mail is
the PDF or CDF of a statistical distribution, you
should write down the log-likelihood of the
problem and maximize it with respect to the
parameters c1,...,c5 using FindMinimum, (i.e.
minimize the negative of the log-likelihood).
The log likelihood of the dataset is the sum of
the log of the likelihoods/densities of each
individual observation.
If you don't know how to set up the maximization
you could try
<<<<Statistics`NonlinearFit`
NonlinearRegress[data,
c1 Exp[x/c2]+c3 Exp[x/c4]+c5,
x,{c1,c2,c3,c4,c5}]
but this may give inconsistent results.
Best regards,
Johannes
Johannes Ludsteck
Institut fuer Volkswirtschaftslehre
Lehrstuhl Prof. Dr. Moeller
Universitaet Regensburg
Universitaetsstrasse 31
93053 Regensburg
Tel +49/0941/943-2741