Re: Poor PRED estimates
From:Leonid Gibiansky
Subject: Re: [NMusers] Poor PRED estimates
Date: Thu, 22 May 2003 13:13:01 -0400
I think you do not need DEL here, use
$ERROR
IPRED=F
W=SQRT(THETA(7)**2+THETA(8)**2*F*F)
Y=IPRED+W*EPS(1)
But this should not be a problem. I would try FOCE (METHOD=1 INTERACTION).
Also, sometimes log-transformation of the data is helpful (DV ---> log(DV)
in the data file,
$ERROR
BLQ=0.01 ; something close to the LLQ
IPRED = BLQ/2 ;
IF(F.GT.BLQ/2) IPRED= F
W=SQRT(THETA(7)**2/IPRED/IPRED+THETA(8)**2)
Y=LOG(IPRED)+W*EPS(1)
)
How WRES vs PRED plot looks like ? How large are OMEGAs and SIGMA ?
Leonid