/usr/share/gretl/scripts/misc/wg_nls.inp is in gretl-common 2016a-1.
This file is owned by root:root, with mode 0o644.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | # William Greene, Econometric Analysis, 5e, Chapter 9
open greene5_1.gdt
# Use OLS to initialize the parameters
ols realcons 0 realdpi
scalar a = $coeff[1]
scalar b = $coeff[2]
scalar g = 1.0
# Run NLS with analytical derivatives
nls realcons = a + b * (realdpi^g)
deriv a = 1
deriv b = realdpi^g
deriv g = b * realdpi^g * log(realdpi)
end nls
# Compare result using numerical derivatives
nls realcons = a + b * (realdpi^g)
params a, b, g
end nls
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