Entering Initial Values for Estimated Coefficients
main topics
There are several scenarios for which you might enter values for estimated
coefficients. For example, you may wish to give starting estimates so
that the algorithm converges to a solution, or you may wish to validate
a model with an independent sample.
· Convergence
- The maximum likelihood
solution may not converge if the starting estimates are not in the neighborhood
of the true solution. If the algorithm does not converge to a solution,
you can specify what you think are good starting values for parameter estimates
in Starting estimates
for algorithm in the Options subdialog box.
· Validation
- You may also wish to validate the model with
an independent sample. This is done by splitting the data into two subsets.
Use the first set to estimate and store the coefficients. If you enter
these estimates in Estimates
for validation model in the Options subdialog box, Minitab will use
these values as the parameter estimates rather than calculating new parameter
estimates. Then, you can assess the model fit for the independent sample.
In both cases, enter a column with the first entry being the constant
estimate, and the remaining entries corresponding to the model terms in
the order in which they appear in the Model box or the output.