[R] help with estimating parameters with nls

2005-09-20 Thread Uri Iskin 
Dear helpeRs,

I have a vector containing values of incomes and I would like to estimate
the three parameters of a Dagum distribution.
Dagum himself recommends to use nonlinear least-squares method.
I have read nls, optim (and the posting guide!) and still have not succeded.

sipcf is my sorted vector of incomes with 3065 obs.
fda is a vector of the empirical cumulative distribution probabilities:
 fda - vector(length=length(sipcf))
 for (I in 1:length(sipcf)){
 fda[i] - sum(sipcf = sipcf[i])/length(sipcf)
 }
fdae is the cdf:
 fdae - function(x){
 fda[sum(sipcf=x)]
}
dagfda is the cdf of Dagum:
 dagfda - function(x,a,b,p){
(1+(x^(-a)*b^a))^(-p)
}

start values I am using: a=1.9 b=0.34 p=1.3

I am trying to get the parameters estimates with nls and optim, but all I
get are errors.
Could you help me showing how to get them?
Thank you in advance!

Uri Iskin

__
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https://stat.ethz.ch/mailman/listinfo/r-help
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Re: [R] help with estimating parameters with nls

2005-09-20 Thread Francisco J. Zagmutt 
RSiteSearch(Dagum)

Francisco


From: Uri Iskin [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Subject: [R] help with estimating parameters with nls
Date: Tue, 20 Sep 2005 15:44:07 -0300

Dear helpeRs,

I have a vector containing values of incomes and I would like to estimate
the three parameters of a Dagum distribution.
Dagum himself recommends to use nonlinear least-squares method.
I have read nls, optim (and the posting guide!) and still have not 
succeded.

sipcf is my sorted vector of incomes with 3065 obs.
fda is a vector of the empirical cumulative distribution probabilities:
  fda - vector(length=length(sipcf))
  for (I in 1:length(sipcf)){
  fda[i] - sum(sipcf = sipcf[i])/length(sipcf)
  }
fdae is the cdf:
  fdae - function(x){
  fda[sum(sipcf=x)]
}
dagfda is the cdf of Dagum:
  dagfda - function(x,a,b,p){
(1+(x^(-a)*b^a))^(-p)
}

start values I am using: a=1.9 b=0.34 p=1.3

I am trying to get the parameters estimates with nls and optim, but all I
get are errors.
Could you help me showing how to get them?
Thank you in advance!

Uri Iskin

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! 
http://www.R-project.org/posting-guide.html

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html