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Topic: Least square method (regression) for exponential functions
Replies: 6   Last Post: Dec 2, 2002 11:03 PM

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Andrzej Kolowski

Posts: 353
Registered: 12/6/04
Re: Least square method (regression) for exponential functions
Posted: Nov 28, 2002 2:39 PM
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On 28 Nov 2002, khoh@olzetek.com wrote:
>Does anyone know, given a data set (x,y), how to fit a model of the
>form
>y = a1*exp(-b1*x) + a2*exp(-b2*x) + a3*exp(-b3*x) ?
>I want to get the parameters(a1, b1, a2, b2, a3, b3) from fitting the
>data set to the above equation.
>Please give me the answer(preferably including algorithm or source
>code).
>
>Thanks in advance.



If you are assuming that the error term is distributed as
N(0, sig2), I would use PROC NLIN in SAS, probably with the option
METHOD = MARQUARDT. It requires writing down the partial
derivatives of the function, but that is simple in this
case.

Andrzej




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