Constrained nonlinear regression

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Mark
Mark 2012-5-18
Hi, I was wondering if Matlab has functions to perform constrained nonlinear regression in a similar way as the Constrained Nonlinear Regression (CNLR) in SPSS.
Here is a SPSS syntax example:
*NonLinear Regression.
MODEL PROGRAM b1=13 b2=-6 b3=-1.33 .
COMPUTE PRED_ = b1 + b2 * exp(b3*advert).
CNLR sales
/OUTFILE='C:\TEMP\SPSSFNLR.TMP'
/PRED PRED_
/BOUNDS b1 >= 0; b2 <= 0; b3 <= 0
/SAVE PRED RESID
/CRITERIA STEPLIMIT 2 ISTEP 1E+20 .
Any ideas how to perform this computation in Matlab?
Thanks, Mark

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回答（1 个）

Sargondjani
Sargondjani 2012-5-18
lsqnonlin
  5 个评论
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Mark
Mark 2012-5-21
The initial guess for the coefficients were based on:
[b1,d1,s1] = glmfit(X',Y','binomial');
Playing with the initial guess for the second coefficient between 0 and 1 didn't changed the Matlab solution.
The exitflag = 3 (Change in the residual was less than the specified tolerance.)
Sargondjani
Sargondjani 2012-5-21
hmmm, i think you should calculate the errors yourself and check if the SPSS solution gives you a smaller error in matlab...
i did a grid search myself and i came to the same conclusion as lsqnonlin: the optimum is somewhere around 106.7 and 0.25
...maybe you should try to improve the result of SPSS

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