multidimensional pem (trust-region-reflective with lsqnonlin)
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I need detailed information about the algorithm used by pem in the multidimensional case. In particular I am using it with an idnlgrey model, with a multidimensional equation non linear in parameters. I am using the trust-region-reflective algorithm (as i have bounds) with the lsqnonlin estimator.
I'd like to obtain precise information on how the prediction error estimate is performed with this particular setting. Thank you
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Matt J
on 16 Oct 2014
Maybe this is what you are looking for,
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Matt J
on 16 Oct 2014
I'm not going to guess why, without seeing how you ran each fit. However, it may be that the solutions are unstable or that there are multiple solutions. As a test, you could take the "better" fit and initialize the weaker performing method with that. See if that changes the result.
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