hgprieto

Manual Page for Command >>> LEVENBERG-MARQUARDT

Syntax >>> LEVENBERG-MARQUARDT (IDENTITY/EIGENVALUE) (SUPER/TRUNCATE (: (-)trunc)) Parent Command >> OPTION Subcommand – Description This command selects the Levenberg-Marquardt algorithm to minimize the objective function. This is the default minimization algorithm. The Levenberg-Marquardt algorithm combines the robustness of a steepest descent method with the efficiency of a Gauss-Newton step (see command >>> GAUSS-NEWTON): where the

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Manual Page for Command >>> LEAST-SQUARES

Syntax >>> LEAST-SQUARES Parent Command >> OPTION Subcommand – Description This command selects least-squares optimization, i.e., the objective function to be minimized is the sum of the squared weighted residuals. Minimizing the squared weighted residuals leads to a maximum-likelihood estimate if the errors are normally distributed with zero mean and covariance matrix Czz: Least-squares estimation

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Manual Page for Command >>> L1-ESTIMATOR

Syntax >>> L1-ESTIMATOR Parent Command >> OPTION Subcommand – Description This command selects the L1-estimator, i.e., the objective function to be minimized is the sum of the weighted absolute residuals. Minimizing the mean absolute deviation leads to a maximum-likelihood estimate if the errors follow a double exponential distribution. The L1-estimator should be used, for example,

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Manual Page for Command >>> GAUSS-NEWTON

Syntax >>> GAUSS-NEWTON Parent Command >> OPTION Subcommand – Description This command performs Gauss-Newton steps to minimize the objective function. The Gauss-Newton algorithm assumes linearity and can be described as follows: Gauss-Newton steps are efficient if the model is linear (only one iteration required to find minimum) or nearly-linear. If the model is highly nonlinear,

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