Constrained nonlinear regression

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Mark 2012-5-18

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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 2012-5-18

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https://ww2.mathworks.cn/matlabcentral/answers/38781-constrained-nonlinear-regression#answer_48314

lsqnonlin

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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 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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