SPSS® 12.0 Command Syntax Reference

1054 NLR
Example
MODEL PROGRAM A=.5 B=1.6.
COMPUTE PSTOP=A*SPEED**B.
NLR STOP /PRED=PSTOP
/SAVE=RESID(RSTOP) DERIVATIVES PRED.
REGRESSION VARIABLES=STOP D.A D.B /ORIGIN
/DEPENDENT=STOP /ENTER D.A D.B /RESIDUALS.
• The SAVE subcommand creates the residuals variable RSTOP and the derivative variables
D.A and D.B.
• Because the PRED subcommand identifies PSTOP as the variable for predicted values in
the nonlinear model, keyword PRED on SAVE adds the variable PSTOP to the working
data file.
• The new variables are added to the working data file in the following order: PSTOP,
RSTOP, D.A, and D.B.
• The subcommand RESIDUALS for REGRESSION produces the default analysis of residuals.
CRITERIA Subcommand
CRITERIA controls the values of the cutoff points used to stop the iterative calculations in
[C]NLR.
• The minimum specification is any of the criteria keywords and an appropriate value. The
value can be specified in parentheses after an equals sign, a space, or a comma. Multiple
keywords can be specified in any order. Defaults are in effect for keywords not specified.
• Keywords available for CRITERIA differ between CNLR and NLR and are discussed separately.
However, with both CNLR and NLR, you can specify the critical value for derivative
checking.
Checking Derivatives for CNLR and NLR
Upon entering the first iteration, [C]NLR always checks any derivatives calculated on the
derivatives program by comparing them with numerically calculated derivatives. For each
comparison, it computes an agreement score. A score of 1 indicates agreement to machine
precision; a score of 0 indicates definite disagreement. If a score is less than 1, either an
incorrect derivative was supplied or there were numerical problems in estimating the derivative.
The lower the score, the more likely it is that the supplied derivatives are incorrect.
Highly correlated parameters may cause disagreement even when a correct derivative is
supplied. Be sure to check the derivatives if the agreement score is not 1.
During the first iteration, [C]NLR checks each derivative score. If any score is below 1, it
begins displaying a table to show the worst (lowest) score for each derivative. If any score is
below the critical value, the program stops.
To specify the critical value, use the following keyword on CRITERIA:
CKDER n Critical value for derivative checking. Specify a number between 0 and 1 for
n. The default is 0.5. Specify 0 to disable this criterion.