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RE: Re: Using NonlinearFit/Regress?

  • To: mathgroup at
  • Subject: [mg33906] RE: [mg33876] Re: [mg33856] Using NonlinearFit/Regress?
  • From: "DrBob" <majort at>
  • Date: Mon, 22 Apr 2002 00:57:44 -0400 (EDT)
  • Reply-to: <drbob at>
  • Sender: owner-wri-mathgroup at

There's no way to tell if a model fits data without trying.  It's not a
matter of whether it fits, anyway --- the question is how poorly does it
fit?  (Models always fit badly.)

Life would be so easy, if some book somewhere had all the answers, but
it just isn't true.

Bobby Treat

-----Original Message-----
From: Johannes Ludsteck
To: mathgroup at
[mailto:johannes.ludsteck at] 
Subject: [mg33906] [mg33876] Re: [mg33856] Using NonlinearFit/Regress?

Dear njg,
before trying anything else, you should check whether
the model fits your data. If parameters show the false sign,
this indicates that the model may not be identified or
simply false. So please consult a introductory statistics
or econometrics book before posting such questions.

However, if you anyway have to use the resrictions anyway,
you can do this, for example by applying a barrier constraint,
for example
NonlinearFit[x/(1+a (x-1) + a b x (x-1))
	- If[a<=0||b<=0,Infinity,0.0],...]
However, this will complicate the minimization and you
have to provide two starting points for every parameter,
for example {a, {0.3,0.6}},{b,{0.3,0.6}}.

There are more sophistic methods to apply restrictions. You will
find them in intermediate or advanced statistics or econometrics

Best regards,

On 20 Apr 2002, at 2:49, redrooz at wrote:

> I am trying to estimate the parameters {a,b} in the
> function: x / (1 + a (x-1) + a b x (x-1)) using 
> NonlinearFit[...].
> The model is known to be a CONCAVE function with 
> 0 < a,b < 1 and b < a.  NonlinearFit/Regress
> always produces negative parameters (a discontinuous
> function); even if I try to condition them to be
> positive e.g., {a, 0, 1} and  {b, 0, 1}.
> Any suggestions about using NonlinearFit[...] with the 
> above function?
> --njg

Johannes Ludsteck
Economics Department
University of Regensburg
Universitaetsstrasse 31
93053 Regensburg
Phone +49/0941/943-2741

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