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Jerry Ferentinos
11-23-2005, 01:23 PM
Hello,

How does IMSL calculate the SSE on a weighted nonlinear regression (imsls_d_nonlinear_regression)? We've tried to figure it out based on the residuals coming back, which are not affected by weighting, and haven't been able to. The standard way would be to weight each squared residual by it's weight but this doesn't match up with what IMSL returns.

Regards,
Jerry Ferentinos

brian
11-28-2005, 01:00 PM
Hello Jerry,

The SSE is calculated by summing squares of the residuals.

With regard to the assessments you are attempting, please elaborate a bit. In what way are you weighting the evaluating function? Could you characterize the relationship you are attributing to the weights, your function, residual and SSE with an equation?

Regards,

brian