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nonlinear regression with constraints

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  1. #1
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    Re: nonlinear regression with constraints

    Can you explain exactly where you are having problems? There isn't a Solver model saved with the spreadsheet, so I cannot be sure what you are using for your OF and your constraint function and your parameters. I can see one cell (R5C56) labelled "SSE" which looks like it is the sum of the squared residuals, so I expect that will be your "target cell" in Solver. B11 through B26 look like they might be your "by changing cells". "function" (column 50) and "objective2" (column 51) appear to be equal. I cannot tell which column should sum up to 1 for the constraint.
    Quote Originally Posted by shg
    Mathematics is the native language of the natural world. Just trying to become literate.

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    Re: nonlinear regression with constraints

    sorry about that, let me explain,
    1-objective function is OBJECTIVE2 in AY
    2-as you said cell under SEE is sum of squared errors in column AZ
    3-parameters are in BE4:BQ4
    4-constraints requires that sum of Fk(L) (Function in AX) over L=1,2,3,...,35 to be equal to one
    constraints are like this
    exp(-b11*1)*(1-exp(-b21))+exp(-b11*2)*(1-exp(-b21))+........+exp(-b11*35)*(1-exp(-b21))=1
    :
    :
    :
    exp(-b16*1)*(1-exp(-b26))+exp(-b16*2)*(1-exp(-b26))+........+exp(-b16*35)*(1-exp(-b26))=1

    I calculated those sums in columns BG-BL in cells from 19 to 54 (6 class and 35 lags)
    sum if function there sums values in function(column AX) for every class over 35 lags

    5- I uploaded newer version with solver values entered

    6-my question is
    how can I modify objective function so that I can have estimates for
    class dummies (1,2,3,...6) in AM-AR
    cited years 1963-1999 in E-L (grouped in 8 cohorts)
    citing years 1975-1999 in M-AK

    thanks a lot for all the help
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