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    NIST - Chwirut2 Dataset


       1: /*
       2:  * Statistical Reference Datasets  (Nonlinear Regression)
       3:  * Statistical Engineering Division
       4:  * National Institute of Standards and Technology
       5:  * http://www.nist.gov/itl/div898/strd/
       6:  *
       7:  *  Dataset Name:  Chwirut2          (Chwirut2.dat)
       8:  *  
       9:  *  Description:   These data are the result of a NIST study involving
      10:  *                 ultrasonic calibration.  The response variable is
      11:  *                 ultrasonic response, and the predictor variable is
      12:  *                 metal distance.
      13:  *  
      14:  *  Reference:     Chwirut, D., NIST (197?).  
      15:  *                 Ultrasonic Reference Block Study. 
      16:  *  
      17:  *  Data:          1 Response  (y = ultrasonic response)
      18:  *                 1 Predictor (x = metal distance)
      19:  *                 54 Observations
      20:  *                 Lower Level of Difficulty
      21:  *                 Observed Data
      22:  *  
      23:  *  Model:         Exponential Class
      24:  *                 3 Parameters (b1 to b3)
      25:  *  
      26:  *                 y = exp(-b1*x)/(b2+b3*x)  +  e
      27:  *  
      28:  *            Starting values                  Certified Values
      29:  *  
      30:  *          Start 1     Start 2           Parameter     Standard Deviation
      31:  *    b1 =   0.1         0.15          1.6657666537E-01  3.8303286810E-02
      32:  *    b2 =   0.01        0.008         5.1653291286E-03  6.6621605126E-04
      33:  *    b3 =   0.02        0.010         1.2150007096E-02  1.5304234767E-03
      34:  *  
      35:  *  Residual Sum of Squares:                    5.1304802941E+02
      36:  *  Residual Standard Deviation:                3.1717133040E+00
      37:  *  Degrees of Freedom:                                51
      38:  *  Number of Observations:                            54
      39:  */
      40: Title "Chwirut2";
      41: Variables y,x;
      42: Parameter b1 = 0.1;
      43: Parameter b2 = 0.01;
      44: Parameter b3 = 0.02;
      45: Function   y = exp(-b1*x)/(b2+b3*x);
      46: data;
    
    Beginning computation...
    Stopped due to: Relative function convergence.
    
    
       ----  Final Results  ----
    
    NLREG version 4.0
    Copyright (c) 1992-1997 Phillip H. Sherrod.  All rights reserved.
    This is a registered copy of NLREG that may not be redistributed.
    
    Chwirut2
    Number of observations = 54
    Maximum allowed number of iterations = 500
    Convergence tolerance factor = 1.000000E-010
    Stopped due to: Relative function convergence.
    Number of iterations performed = 9
    Final sum of squared deviations = 5.1304803E+002
    Final sum of deviations = 1.8180682E+000
    Standard error of estimate = 3.17171
    Average deviation = 2.00899
    Maximum deviation for any observation = 11.0443
    Proportion of variance explained (R^2) = 0.9860  (98.60%)
    Adjusted coefficient of multiple determination (Ra^2) = 0.9855  (98.55%)
    Durbin-Watson test for autocorrelation = 1.028
    
    
                 ----  Descriptive Statistics for Variables  ----
    
     Variable    Minimum value   Maximum value    Mean value     Standard dev.
    ----------  --------------  --------------  --------------  --------------
             y            3.75            92.9        31.56407        26.31303
             x             0.5               6        2.546296         1.70344
    
    
                       ----  Calculated Parameter Values  ----
    
     Parameter  Initial guess   Final estimate   Standard error      t      Prob(t)
    ----------  -------------  ----------------  --------------  ---------  -------
            b1            0.1       0.166576659      0.03830329       4.35  0.00007
            b2           0.01     0.00516532903    0.0006662161       7.75  0.00001
            b3           0.02      0.0121500073     0.001530424       7.94  0.00001
    
    
                      ----  Analysis of Variance  ----
    
      Source     DF   Sum of Squares    Mean Square    F value   Prob(F)
    ----------  ----  --------------  --------------  ---------  -------
    Regression     2        36182.85        18091.42    1798.39  0.00001
    Error         51         513.048        10.05977
    Total         53        36695.89
    



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