Man page - gbnlpolyit(1)
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apt-get install gbutils
Manual
GBNLPOLYIT
NAMESYNOPSIS
DESCRIPTION
OPTIONS
AUTHOR
REPORTING BUGS
COPYRIGHT
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
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-O |
type of output (default 0) |
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0 |
parameters and log-like (ll) |
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1 |
marginal effects |
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2 |
marginal elasticities |
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3 |
n_l n*_l a*_l *=estimated |
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4 |
occupancies classes |
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-F |
input fields separators (default " \t") |
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-V |
standard errors and p-scores of diff. from zero using bootstrap |
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-r |
number of replicas (default 20) |
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-v |
verbosity level (default 0) |
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0 |
just results |
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1 |
comment headers |
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2 |
summary statistics |
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3 |
covariance matrix |
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4 |
minimization steps |
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5 |
model definition |
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-R |
set the rng seed (default 0) |
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-M |
set the model to use (default 0) | |
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0 |
Polya |
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1 |
multinomial |
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-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 |
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step |
initial step size of the searching algorithm |
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tol |
line search tolerance iter: maximum number of iterations |
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eps |
gradient tolerance : stopping criteria ||gradient||<eps |
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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.