next up previous
Next: About this document Up: Linear Regression and Non-Linear Previous: Linear and Non-linear regression

Appendix

Non-linear regression results, obtained by iterating an approximating linear system. Observe how the estimates are tending towards zero, and how the SEs are converging to the values given by the non-linear regression program.

Linear Regression:        Estimate            SE              Prob

Variable 0               4.138723E-2    (2.91773)           0.98899
Variable 1               1.91031        (3.50720)           0.59921
Variable 2               4.688609E-2    (0.138536)          0.74279

R Squared:               0.119552
Sigma hat:               2.12964
Number of cases:                12
Degrees of freedom:              9

(124.42338723437011 21.334959074739725 2.174555336396219) 

Linear Regression:        Estimate            SE              Prob

Variable 0               -3.992119E-2   (2.86921)           0.98920
Variable 1               0.183860       (3.94951)           0.96389
Variable 2               2.823019E-3    (0.140285)          0.98438

R Squared:               3.655313E-3
Sigma hat:               2.12887
Number of cases:                12
Degrees of freedom:              9

(124.38346604819884 21.51881954326433 2.1773783557662942) 

Linear Regression:        Estimate            SE              Prob

Variable 0               -1.527102E-3   (2.87184)           0.99959
Variable 1               4.060895E-3    (3.99513)           0.99921
Variable 2               1.058519E-4    (0.140502)          0.99942

R Squared:               0.000000
Sigma hat:               2.12887
Number of cases:                12
Degrees of freedom:              9

(124.38193894645649 21.522880438343165 2.1774842077153984) 

Linear Regression:        Estimate            SE              Prob

Variable 0               7.135111E-7    (2.87169)           1.00000
Variable 1               1.043788E-5    (3.99612)           1.00000
Variable 2               2.251319E-7    (0.140507)          1.00000

R Squared:               0.000000
Sigma hat:               2.12887
Number of cases:                12
Degrees of freedom:              9

(124.38193965996763 21.522890876219947 2.177484432847311) 

Linear Regression:        Estimate            SE              Prob

Variable 0               -2.201135E-8   (2.87169)           1.00000
Variable 1               6.411643E-8    (3.99613)           1.00000
Variable 2               1.922862E-9    (0.140507)          1.00000

R Squared:               0.000000
Sigma hat:               2.12887
Number of cases:                12
Degrees of freedom:              9

(124.38193963795628 21.522890940336374 2.177484434770173) 

Linear Regression:        Estimate            SE              Prob

Variable 0               1.405989E-10   (2.87169)           1.00000
Variable 1               -5.322782E-11  (3.99613)           1.00000
Variable 2               -3.853513E-12  (0.140507)          1.00000

R Squared:               0.000000
Sigma hat:               2.12887
Number of cases:                12
Degrees of freedom:              9

(124.38193963809688 21.522890940283148 2.1774844347663196)


LONG ANDREW E
Mon May 3 09:10:25 EDT 2010