/* ** qnewton1.e ** ** The data for this example is taken from G.P.Y. Clarke, ** "Approximate Confidence Limits for a Parameter Function ** in Nonlinear Regression", JASA, 82:221-230, 1987. */ /* ** data - weight of cut grass from 10 randomly sited quadrants taken ** each week for 13 weeks from a grazing pasture. */ wgt = { 3.183, 3.059, 2.871, 2.622, 2.541, 2.184, 2.110, 2.075, 2.018, 1.903, 1.770, 1.762, 1.550 }; nobs = 10; week = seqa(1,1,13); /* fitting the Mitcherlitz model */ proc logl(b); local dev,s; dev = wgt - b[3] - b[2] * exp(-b[1]*week); s = dev'dev / rows(dev); retp(-sumc(lnpdfmvn(dev,s))); endp; start = { 1, 1, 0}; __output = 1; _qn_PrintIters = 1; { bh,fmin,g,retcode } = QNewton(&logl,start);