nmvcregr

Calculates ml estimates using Nelder Mead's simplex method with constant variation coefficient

Contents

Syntax

[q, info] = nmvcregr(func, p, varargin)

Description

Calculates ml estimates using Nelder Mead's simplex method with constant variation coefficient

Input

   f = func (p, xyw) with
     p: k-vector with parameters; xyw: (n,c)-matrix; f: n-vector
   [f1, f2, ...] = func (p, xyw1, xyw2, ...) with  p: k-vector  and
    xywi: (ni,k)-matrix; fi: ni-vector with model predictions
   The dependent variable in the output f; For xyw see below.
   p(:,1) initial guesses for parameter values
   p(:,2) binaries with yes or no iteration (optional)
   xywi(:,1) independent variable i
   xywi(:,2) dependent variable i
   xywi(:,3) weight coefficients i (optional)
   xywi(:,>3) data-pont specific information data (optional)
   The number of data matrices xyw1, xyw2, ... is optional but >0

Output

q: matrix like p, but with ml estimates
info: 1 if convergence has been successful; 0 otherwise

Remarks

Calls user-defined function 'func'. Set options with nmregr_options. Similar to nmregr, but standard deviation proportional to mean