| Sameer Agarwal | ea11704 | 2012-08-29 18:18:48 -0700 | [diff] [blame] | 1 | NIST/ITL StRD
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| 2 | Dataset Name: MGH09 (MGH09.dat)
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| 3 |
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| 4 | File Format: ASCII
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| 5 | Starting Values (lines 41 to 44)
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| 6 | Certified Values (lines 41 to 49)
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| 7 | Data (lines 61 to 71)
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| 8 |
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| 9 | Procedure: Nonlinear Least Squares Regression
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| 10 |
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| 11 | Description: This problem was found to be difficult for some very
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| 12 | good algorithms. There is a local minimum at (+inf,
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| 13 | -14.07..., -inf, -inf) with final sum of squares
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| 14 | 0.00102734....
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| 15 |
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| 16 | See More, J. J., Garbow, B. S., and Hillstrom, K. E.
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| 17 | (1981). Testing unconstrained optimization software.
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| 18 | ACM Transactions on Mathematical Software. 7(1):
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| 19 | pp. 17-41.
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| 20 |
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| 21 | Reference: Kowalik, J.S., and M. R. Osborne, (1978).
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| 22 | Methods for Unconstrained Optimization Problems.
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| 23 | New York, NY: Elsevier North-Holland.
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| 24 |
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| 25 | Data: 1 Response (y)
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| 26 | 1 Predictor (x)
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| 27 | 11 Observations
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| 28 | Higher Level of Difficulty
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| 29 | Generated Data
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| 30 |
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| 31 | Model: Rational Class (linear/quadratic)
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| 32 | 4 Parameters (b1 to b4)
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| 33 |
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| 34 | y = b1*(x**2+x*b2) / (x**2+x*b3+b4) + e
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| 35 |
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| 36 |
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| 37 |
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| 38 | Starting values Certified Values
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| 39 |
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| 40 | Start 1 Start 2 Parameter Standard Deviation
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| 41 | b1 = 25 0.25 1.9280693458E-01 1.1435312227E-02
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| 42 | b2 = 39 0.39 1.9128232873E-01 1.9633220911E-01
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| 43 | b3 = 41.5 0.415 1.2305650693E-01 8.0842031232E-02
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| 44 | b4 = 39 0.39 1.3606233068E-01 9.0025542308E-02
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| 45 |
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| 46 | Residual Sum of Squares: 3.0750560385E-04
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| 47 | Residual Standard Deviation: 6.6279236551E-03
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| 48 | Degrees of Freedom: 7
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| 49 | Number of Observations: 11
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| 50 |
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| 51 |
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| 52 |
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| 53 |
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| 54 |
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| 55 |
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| 56 |
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| 57 |
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| 58 |
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| 59 |
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| 60 | Data: y x
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| 61 | 1.957000E-01 4.000000E+00
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| 62 | 1.947000E-01 2.000000E+00
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| 63 | 1.735000E-01 1.000000E+00
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| 64 | 1.600000E-01 5.000000E-01
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| 65 | 8.440000E-02 2.500000E-01
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| 66 | 6.270000E-02 1.670000E-01
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| 67 | 4.560000E-02 1.250000E-01
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| 68 | 3.420000E-02 1.000000E-01
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| 69 | 3.230000E-02 8.330000E-02
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| 70 | 2.350000E-02 7.140000E-02
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| 71 | 2.460000E-02 6.250000E-02
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