gbnlpolyit(1)
Non linear polyit regression
Description
GBNLPOLYIT
NAME
gbnlpolyit - Non linear polyit regression
SYNOPSIS
gbnlpolyit [options] <function definition>
DESCRIPTION
Non linear polyit estimation. Minimize the negative log-likelihood
sum_{h=0}ˆ{L-1} log(A+h) - sum_{l=1}ˆL sum_{h=0}ˆ{n_l-1} log(a_l+h)
for the Polya specification or
L log(A) - sum_{l=1}ˆL n_l log(a_l)
for the multinomial specification, where A = sum_{l=1}ˆL a_l and L is the number of alternatives. The input data file should contain L rows, one for each alternative, of the type n x1 ... XN. The first column contains the dependent variable (# of observations) and the other columns the independent variables. The model is specified by a function a_l=g(x1,x2...) where x1,.. XN stands for the first, second .. N-th column of independent variables.
OPTIONS
|
-O |
type of output (default 0) | ||
|
0 |
parameters and log-like (ll) | ||
|
1 |
marginal effects | ||
|
2 |
marginal elasticities | ||
|
3 |
n_l n*_l a*_l *=estimated | ||
|
4 |
occupancies classes | ||
|
-F |
input fields separators (default " \t") | ||
|
-V |
standard errors and p-scores of diff. from zero using bootstrap | ||
|
-r |
number of replicas (default 20) | ||
|
-v |
verbosity level (default 0) | ||
|
0 |
just results | ||
|
1 |
comment headers | ||
|
2 |
summary statistics | ||
|
3 |
covariance matrix | ||
|
4 |
minimization steps | ||
|
5 |
model definition | ||
|
-R |
set the rng seed (default 0) | ||
|
-M |
set the model to use (default 0) | | ||
|
0 |
Polya | ||
|
1 |
multinomial | ||
|
-A |
MLL optimization options (default 0.01,0.1,100,1e-6,1e-6,5) fields are step,tol,iter,eps,msize,algo. Empty fields for default | ||
|
step |
initial step size of the searching algorithm | ||
|
tol |
line search tolerance iter: maximum number of iterations | ||
|
eps |
gradient tolerance : stopping criteria ||gradient||<eps | ||
|
algo |
optimization methods: 0 Fletcher-Reeves, 1 Polak-Ribiere, 2 Broyden-Fletcher-Goldfarb-Shanno, 3 Steepest descent, 4 simplex, 5 Broyden-Fletcher-Goldfarb-Shanno-2 |
AUTHOR
Written by Giulio Bottazzi
REPORTING BUGS
Report bugs to <gbutils@googlegroups.com>
Package home page <http://cafim.sssup.it/˜giulio/software/gbutils/index.html>
COPYRIGHT
Copyright © 2001-2018 Giulio Bottazzi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License (version 2) as published by the Free Software Foundation;
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.