[R] NLS

[Zsombor Cseres-Gergely]

Hello,

I try to do a very simple nonlinear regression. The function is

y = (b0 + b1*x1 + b2*x2 + b3*x3) * x4^b4 

I think I do everything well, but as I set the starting value of b4 to 0 (it
is the theoretically sane starting value), it converges very quickly, and to
the wrong solution. Wrong in a sense, that 1) we do not expect this and 2) we
do not get this on E-Views, Stata and SAS. I do not use any extra setting,
just the plain default. I did several regressions choosing starting values for
b4 on the seq(-1,1,.01) series. It did find the correct values (with
`globally' smallest RSS), but the result is strongly dependent on the initial
values. Morover, the good result comes from a `bad' initial value!  I have
read that the nonlinear optimizer/minimizer will change in the future, but
this is funny. And it happens when I use R-devel, anyway.  Anyone had the same
problem?

Thanks,
Zsombor
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