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parasol
2006 May 24
1
general Gauss-Newton or support for NSUR: contemporaneously correlated non-linear models
...d non-linear models (NSUR) is a method to fit
a system of non-linear equations.
I want to use to fit several non-linear models at the same time, so that
one the independent variable is alsway the sum of several other
independent variable of other models.
This procedure is described in detail by Parresol 2001. He used PROC
MODEL by SAS to accomplish the task.
If there is no support for NSUR yet, I would try to program a function
by myself, although I only used very simple R-functins yet. The
essential part is the fit the minimum of complex vector equation. This
leads to my second question abov...