Hi I have a problem estimating a nlin function on weighted data which basically comes down to the problem below: Consider the following data where clearly y =x² and z aresome weights. Bij adapting the standard proc nlin to include the weights: data STARTDATA;
input x y z ;
datalines ;
1 2 0.1
2 4 0.2
3 9 0.2
4 16 0.5
;
PROC SQL;
CREATE VIEW WORK.SORTTempTableSorted AS
SELECT T.y, T.x, T.z
FROM WORK.STARTDATA as T;
PROC NLIN DATA=WORK.SORTTempTableSorted
MAXITER=100
CONVERGE=1E-05
SINGULAR=1E-08
MAXSUBIT=30;
_WEIGHT_ = z;
MODEL y = x ** b
;
PARMS
b=0.01;
RUN; The parameter b is estimated correctly as 2. However the SSE is minimized to the first weight which is 0.1 and is not further decreased to 0. This makes the R² (here 1) wrongly estimated. How can I correct my example such that the SSE can be smaller than the first weight? Thanks in advance
... View more