Man page - gbnlpanel(1)
Packages contains this manual
- gbnear(1)
- gbnlmult(1)
- gbquant(1)
- gblaepfit(1)
- gbmave(1)
- gbkreg(1)
- gbtest(1)
- gbmstat(1)
- gbgcorr(1)
- gbepfit(1)
- gbnlprobit(1)
- gbnlpanel(1)
- gbbin(1)
- gbdummyfy(1)
- gbgrid(1)
- gbnlreg(1)
- gbconvtable(1)
- gbinterp(1)
- gbrand(1)
- gbfun(1)
- gbstat(1)
- gbglreg(1)
- gbhisto(1)
- gbfilternear(1)
- gbplot(1)
- gbker2d(1)
- gbhisto2d(1)
- gbget(1)
- gbxcorr(1)
- gbenv(1)
- gbacorr(1)
- gbboot(1)
- gbmodes(1)
- gbhill(1)
- gbkreg2d(1)
- gbker(1)
- gblreg(1)
- gbalafit(1)
- gbnlqreg(1)
- gbdist(1)
- gbnlpolyit(1)
- gblafit(1)
- gbaepfit(1)
apt-get install gbutils
Manual
GBNLPANEL
NAMESYNOPSIS
DESCRIPTION
OPTIONS
EXAMPLES
AUTHOR
REPORTING BUGS
COPYRIGHT
NAME
gbnlpanel - Non-linear panel regression
SYNOPSIS
gbnlpanel [ options ] <FUN>
DESCRIPTION
Each row of a block represents a single process realization. Blocks are separated by two white spaces and represent model variables, columns represent the time variable. Input is read as (X1_[r,t],...,Xj_[r,t],... XN_[r,t]), where r is the row, t the column and j the block. The model assumes that
FUN(X1_[r,t],...,XN_[t,t]) - c_r = e_{r,t}
with e i.i.d and ’c’ arow specific element, which can be fixed (fixed effect) or a normal random variable (random effect).
OPTIONS
|
-M |
type of model (default 0) |
||
|
0 |
fixed effects |
||
|
1 |
random effects |
||
|
-O |
type of output (default 0) |
||
|
0 |
parameters |
||
|
1 |
parameters and errors |
||
|
2 |
<variables> and panel statistics |
||
|
3 |
parameters and variance matrix |
||
|
-V |
variance matrix estimation (default 0) |
||
|
0 |
< Jˆ{-1} >, computed via fully-reduced log-likelihood |
||
|
1 |
< Hˆ{-1} >, computed via fully-reduced log-likelihood |
||
|
2 |
< Hˆ{-1} J Hˆ{-1} >, computed via fully-reduced log-likelihood |
||
|
3 |
< Jˆ{-1} >, computed via non-reduced log-likelihood |
||
|
4 |
< Hˆ{-1} >, computed via non-reduced log-likelihood |
||
|
5 |
< Hˆ{-1} J Hˆ{-1} >, computed via non-reduced log-likelihood |
||
|
-v |
verbosity level (default 0) |
||
|
0 |
just results |
||
|
1 |
comment headers |
||
|
2 |
summary statistics |
||
|
3 |
covariance matrix |
||
|
4 |
minimization steps |
||
|
5 |
model definition |
||
|
-e |
minimization tolerance (default 1e-6) |
||
|
-F |
input fields separators (default " \t") |
||
|
-h |
this help |
||
|
-A |
comma separated MLL optimization options: step,tol,iter,eps,msize,algo. Use empty fields for default. (default 0.1,0.01,500,1e-6,1e-6,0) |
||
|
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 (not recommended), 4 simplex, 5 Broyden-Fletcher-Goldfarb-Shanno-2 |
EXAMPLES
gbnlpanel ’x1-a*x2-c,a=0,c=0’ < data.dat
linear panel regression with one independent variable
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.