How to estimate two non-linear regression models jointly in MATLAB

Hi, I am new to this forum and have little experience with MATLAB. I would appreciate your help with the following question.

Is there a function or a toolbox in MATLAB that allows to estimate non-linear regression model parameters jointly?

I have two non-linear regression models to estimate jointly.

Thanks, R

Answer 1

[Star Strider]

I do not understand what you mean by ‘jointly’, but there are three possible functions you can use: nlinfit (Statistics Toolbox), lsqcurvefit (Optimization Toolbox) or (with an extra line of code) the core MATLAB function fminsearch.

[Star Strider]

It may depend on your data. It looks as though you can uniquely identify your parameters from either equation, then calculate S_Et or Y_t from them.

1. What are your independent and dependent variables?
2. Are you fitting one dependent variable or two?
3. What parameters are you estimating?

[Star Strider]

I still have no idea what you want to do.

Again:

1. What are your independent (‘x’) and dependent (‘y’) variables with respect to the equations you posted?
2. Are you fitting one dependent variable or two?

[Star Strider]

I can help you with the nonlinear regression functions that I mentioned in my original Answer, but you need to code your objective functions in terms of the parameters and independent variables, as described in the documentation for nlinfit or lsqcurvefit. Only you know what your data are, and how you want to code your functions. You have to make the initial effort.

[Star Strider]

The lsqcurvefit function can fit matrix dependent variables, but since it is impossible for me to figure out what your independent and dependent variables are, I can’t help you to code them.

It looks as though they are nonlinear equations log-transformed to make them linear. (This is definitely not a recommended practice.)

Post the original equations (not the log-transformed versions), specify your independent and dependent variables, make a sincere attempt at coding them, and I can help you fit them with lsqcurvefit.