GPS-X Technical Reference

Optimizer 392
APPENDIX B: THE OPTIMIZER SOLUTION REPORT
Introduction
In this appendix, the solution report provided in the Log window after a GPS-X
optimization run is discussed. The solution report provides the user with the solution
found by the optimizer and a number of additional statistics that are valuable when doing
parameter estimation. This report also may be printed to the stats.txt file. First we
discuss the basic report and the detailed statistical report. This is followed by a summary
on using the statistical tests and a discussion of over parameterization.
NOTE:
In the solution report, the parameters are given generic names and are
numbered according to the order that the parameters are listed in the
Control window containing these parameters. For example, the
parameter at the top of the Control window is labeled Parameter 1.
Many of the statistics in the solution report are organized according to
target variable names. Generic target variable names are used and the
names are numbered according to the order given for the target
variables in the target variables form that is accessed by selecting
Target Variables... from the Optimize drop-down menu. For example,
statistics corresponding to the first target variable in the form are
presented under the heading Target 1.
Basic Report
The basic solution report, which is printed to the Log window, includes the number of
iterations required by the optimizer, the initial and final values of the objective function,
the initial and final values of the parameters (i.e. the optimization variables), the
heteroscedasticity parameter values, and a summary of the chosen optimizer settings. In
addition, the statistics discussed below are provided if requested in the Optimizer form.
GPS-X Technical Reference