[R] How to run this model using nonlinear least square in R.

tpham3
Wed, 09 May 2012 04:41:28 -0000

http://r.789695.n4.nabble.com/file/n4619404/pic1.jpg

cesres_ext <- nls(lnGDP85~ intercept + (alpha/(1-alpha-beta)) *
lns_ikonngdelta + (beta/(1-alpha-beta)) * lns_ihonngdelta + 0.5 *
((sigma-1)/sigma) * (1/((1-alpha-beta)*(1-alpha-beta))) * (alpha * taylor1 +
beta * taylor2 - alpha*beta*taylor3) ,start = list(intercept=8, alpha=0.2,
beta=0.4, sigma=1.2),data=data)

I have this model. I use the command above in R, and it gives me a desirable
result. It gives me implied alpha, implied beta, and implied xicma just
fine.

 However next I have to run another model, which is pretty much similar,
however now it has theta in there. In my paper that I replicate, they only
report implied alpha, implied beta, and implied xicma just like the above
model, there's no theta report. So I wonder how would I put theta in this
function. What role theta plays in this model. What could be the command. It
seems like there's no estimation of theta. Is that theta given. In the paper
they say : theta = 1 - exp(-Lt)) where L is like a convergence rate. The
model looks like this:

http://r.789695.n4.nabble.com/file/n4619404/pic2.jpg



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