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Date:   Thu, 24 Aug 2006 21:54:48 -0500
Reply-To:   Gary Rosin <grosin@stcl.edu>
Sender:   "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:   Gary Rosin <grosin@stcl.edu>
Subject:   (C)NLR with log-likelihood loss function
Content-Type:   text/plain; charset="us-ascii"; format=flowed

I'm trying to use nonlinear regression to fit a regression using the logit transformation (0<y<1):

y = 1/(1+exp(-(b0+b1*x1+b2*x2)))

I'm using SPSS 14.0.2, and need a macro/syntax that will let me use log-likelihood as the loss function. The data is in the form of cases with y(i), x1(i), and x2(i).

Any suggestions?

--- Prof. Gary S. Rosin grosin@stcl.edu South Texas College of Law 1303 San Jacinto Voice: (713) 646-1854 Houston, TX 77002-7000 Fax: 646-1766


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