Orthogonal Distance Regression with Constraints
Eduard Kas
Make/N=1000 Sales, Opmargin, Operprofits
Sales = 1000000 + gnoise(50000)
Opmargin = 0.40 + gnoise(0.01)
Operprofits = Sales * Opmargin
CurveFit /ODR=2 line Operprofits /X=Sales
Fit converged properly
y= W_coef[0]+W_coef[1]*x
W_coef={-12314,0.41217}
V_chisq= 9.53783e+10;V_npnts= 1000;V_numNaNs= 0;V_numINFs= 0;
V_startRow= 0;V_endRow= 999;
W_sigma={6.82e+03,0.0068}
Coefficient values ± one standard deviation
a =-12314 ± 6.82e+03
b =0.41217 ± 0.0068
Sales = 1000000 + gnoise(50000)
Opmargin = 0.40 + gnoise(0.01)
Operprofits = Sales * Opmargin
CurveFit /ODR=2 line Operprofits /X=Sales
Fit converged properly
y= W_coef[0]+W_coef[1]*x
W_coef={-12314,0.41217}
V_chisq= 9.53783e+10;V_npnts= 1000;V_numNaNs= 0;V_numINFs= 0;
V_startRow= 0;V_endRow= 999;
W_sigma={6.82e+03,0.0068}
Coefficient values ± one standard deviation
a =-12314 ± 6.82e+03
b =0.41217 ± 0.0068
Many thanks.
Eduard Kas
CurveFit/ODR=2/H="10" line Operprofits/X=Sales
John Weeks
WaveMetrics, Inc.
support@wavemetrics.com
July 14, 2010 at 05:19 pm - Permalink
CurveFit /ODR=2/H="10" line Operprofits /X=Sales /D
Fit converged properly
fit_Operprofits= W_coef[0]+W_coef[1]*x
W_coef={0,0.3999}
V_chisq= 9.56824e+10;V_npnts= 1000;V_numNaNs= 0;V_numINFs= 0;
V_startRow= 0;V_endRow= 999;
W_sigma={0,0.000333}
Coefficient values ± one standard deviation
a =0 ± 0
b =0.3999 ± 0.000333
I had figured out the /H="10" flag, but still wrongly assumed that I had to put the k0=0 constraint in the same line of code.
Eduard
July 14, 2010 at 10:31 pm - Permalink