NLS estimation problem

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aydam6
Posts: 1
Joined: Thu Jun 27, 2013 4:15 am

NLS estimation problem

Postby aydam6 » Thu Jun 27, 2013 4:55 am

Hi,

I want to estimate the equation with NLS method:

C_FUEL=C(1)*TC+((1-C(1))*28.6*C(2)-C(1)*38.9*C(3)-C(1)*40.9*C(4))*N

The estimation out put gives me coef. but it does not have prob or t-statistic and it gives me the 'WARNING: Singular covariance - coefficients are not unique'

C(2) and C(3) and C(4) must be positive parameters but i can't add this restriction to equation.

Thank you

aida

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: NLS estimation problem

Postby startz » Thu Jun 27, 2013 6:24 am

I believe c(2) and c(4) are perfectly multicollinear.


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