Man page - gbnlprobit(1)
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apt-get install gbutils
Manual
GBNLPROBIT
NAMESYNOPSIS
DESCRIPTION
options:
AUTHOR
REPORTING BUGS
COPYRIGHT
NAME
gbnlprobit - Non linear probit regression
SYNOPSIS
gbnlprobit [ options ] <function definition>
DESCRIPTION
Non linear probit estimation. Minimize the negative log-likelihood
sum_{i in N_0} log(1-F(g(X_i))) + sum_{i in N_1} log(F(g(X_i)))
where N_0 and N_1 are the sets of 0 and 1 observations, g is a generic function of the independent variables and F is the normal CDF. It is also possible to minimize the score function
w_0 sum_{i in N_0} theta(F(g(X_i))-t) +
w_1 sum_{i in N_1} theta(t-F(g(X_i)))
where theta is the Heaviside function and t a threshold level. Weights w_0 and w_1 scale the contribution of the two subpopulations. The first column of data contains 0/1 entries. Successive columns are independent variables. The model is specified by a function g(x1,x2...) where x1,.. stands for the first,second .. N-th column independent variables.
options:
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-O |
type of output (default 0) |
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0 |
parameters |
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1 |
parameters and errors |
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2 |
<variables> and probabilities |
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3 |
parameters and variance matrix |
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4 |
marginal effects |
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-V |
variance matrix estimation (default 0) |
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0 |
<gradF gradFˆt> |
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1 |
< Jˆ{-1} > |
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2 |
< Hˆ{-1} > |
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3 |
< Hˆ{-1} J Hˆ{-1} > |
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-z |
take zscore (not of 0/1 dummies) |
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-F |
input fields separators (default " \t") |
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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 (default 10) |
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5 |
model definition |
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-g |
set number of point for global optimal threshold identification |
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-h |
this help |
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-t |
set threshold value (default 0) |
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0 |
ignore threshold |
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(0,1) |
user provided threshold |
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1 |
compute optimal only global |
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2 |
compute optimal |
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-M |
estimation method |
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0 |
maximum likelihood |
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1 |
min. score (w0=w1=1) |
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2 |
min. score (w0=1/N0, w1=1/N1) |
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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 |
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-B |
score optimization options (default 0.1,100,1e-6) fields are step,iter,msize. Empty fields for default |
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step |
initial step size of the searching algorithm |
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iter |
maximum number of iterations |
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msize |
max size, stopping criteria simplex dim. <max size optimization method is simplex |
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.