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alogarithm
2010 Feb 15
0
Exponential Fitting to Credit default data - A theoretical query
... 0.0001
2 0.0029
3 0.0083
..............................
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etc and to this data I am fitting Y = a * exp(b*X)
My quereis are
(1) is there any R function which will find out the estimated values of a and b instead of taking logaritham and converting both sides into linear equation and solve for a and b;
(2) How do I find out out Statistically that this is the best fit? e.g. had it been linear regression, the R^2 gives me some idea about the fitted linear line. In otehr words, is there any way of comparing the observed values o...