SPSS® 12.0 Command Syntax Reference

Caution
NLR 1049
The selection of good initial values for the parameters in the model program is very important
to the operation of [C]NLR. The selection of poor initial values can result in no solution,
a local rather than a general solution, or a physically impossible solution.
Example
MODEL PROGRAM A=10 B=1 C=5 D=1.
COMPUTE PRED= A*exp(B*X) + C*exp(D*X).
• The MODEL PROGRAM command assigns starting values to the four parameters A, B, C,
and D.
• COMPUTE defines the model to be fit as the sum of two exponentials.
DERIVATIVES Command
The optional DERIVATIVES command signifies the beginning of the derivatives program. The
derivatives program contains transformation statements for computing some or all of the
derivatives of the model. The derivatives program must follow the model program but
precede the [C]NLR command.
If the derivatives program is not used, [C]NLR numerically estimates derivatives for all the
parameters. Providing derivatives reduces computation time and, in some situations, may
result in a better solution.
• The DERIVATIVES command has no further specifications but must be followed by the set
of transformation statements that calculate the derivatives.
• You can use any computational commands (such as COMPUTE, IF, DO IF, LOOP, END
LOOP, END IF, RECODE, or COUNT) or output commands (WRITE, PRINT, or XSAVE) in
the derivatives program, but you cannot use input commands (such as DATA LIST, GET,
MATCH FILES, or ADD FILES).
• To name the derivatives, specify the prefix D. before each parameter name. For example,
the derivative name for the parameter PARM1 must be D.PARM1.
• Once a derivative has been calculated by a transformation, the variable for that derivative
can be used in subsequent transformations.
• You do not need to supply all of the derivatives. Those that are not supplied will be estimated
by the program. During the first iteration of the nonlinear estimation procedure,
derivatives calculated in the derivatives program are compared with numerically calculated
derivatives. This serves as a check on the supplied values (see the CRITERIA subcommand
on p. 1054).
• Transformations in the derivatives program are used by [C]NLR only and do not affect the
working data file.
• For NLR, the derivative of each parameter must be computed with respect to the predicted
function. (For computation of derivatives in CNLR, see the LOSS subcommand on p.
1058.)