?===================================================================

? Estimation of Poisson regression model by nonlinear least        =

? squares. Self contained.  No modification required.              =

?===================================================================

              READ  ;  NOBS=15 ; NVAR=4  ; NAMES=Y,X1,X2,X3$

                        1  -0.545   0.160   0.033

                        0   0.892   0.125   1.476

                        2   1.647   0.619  -0.262

                        2   1.749  -1.446   0.310

                        2   0.362  -0.589  -1.404

                        0   0.531  -0.606   0.777

                        2   0.003  -0.800  -0.897

                        0   0.260   0.597  -0.640

                        3   1.502  -0.309   0.112

                        0   0.613   0.273  -0.845

                        0  -1.028  -0.307  -1.170

                        2   0.155  -0.262  -0.534

                        1  -1.795  -2.051  -0.398

                        0  -1.007   1.974   0.189

                        1   0.596  -0.493  -1.369

              NAMELIST      ; PD = One,X1,X2,X3 $



       ? We compute the linear regression twice, with Regr and with NLSQ



              SAMPLE        ; 1-15 $

              REGRESS       ; lhs = y ; rhs = PD $

              NLSQ          ; lhs = Y ; start = 0,0,0,0 

                            ; labels = b1,b2,b3,b4  ; fcn = dot[PD] $



       ? The nonlinear regression is based on E[Y³X] = exp(b'x)



              NLSQ          ; lhs = y ; start = b 

                            ; labels = þ1,þ2,þ3,þ4  ; fcn = exp(dot[PD]) $