.\" DO NOT MODIFY THIS FILE!  It was generated by help2man 1.47.3.
.TH GBNLPANEL "1" "March 2018" "gbnlpanel 5.7.1" "User Commands"
.SH NAME
gbnlpanel \- Non-linear panel regression
.SH SYNOPSIS
.B gbnlpanel
[\fI\,options\/\fR] \fI\,<FUN>\/\fR
.SH 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
.PP
FUN(X1_[r,t],...,XN_[t,t]) \- c_r = e_{r,t}
.PP
with e i.i.d and 'c' arow specific element, which can be fixed (fixed
effect) or a normal random variable (random effect).
.SH OPTIONS
.TP
\fB\-M\fR
type of model (default 0)
.TP
0
fixed effects
.TP
1
random effects
.TP
\fB\-O\fR
type of output  (default 0)
.TP
0
parameters
.TP
1
parameters and errors
.TP
2
<variables> and panel statistics
.TP
3
parameters and variance matrix
.TP
\fB\-V\fR
variance matrix estimation (default 0)
.TP
0
< J^{\-1} >, computed via fully\-reduced log\-likelihood
.TP
1
< H^{\-1} >, computed via fully\-reduced log\-likelihood
.TP
2
< H^{\-1} J H^{\-1} >, computed via fully\-reduced log\-likelihood
.TP
3
< J^{\-1} >, computed via non\-reduced log\-likelihood
.TP
4
< H^{\-1} >,  computed via non\-reduced log\-likelihood
.TP
5
< H^{\-1} J H^{\-1} >, computed via non\-reduced log\-likelihood
.TP
\fB\-v\fR
verbosity level (default 0)
.TP
0
just results
.TP
1
comment headers
.TP
2
summary statistics
.TP
3
covariance matrix
.TP
4
minimization steps
.TP
5
model definition
.TP
\fB\-e\fR
minimization tolerance (default 1e\-6)
.TP
\fB\-F\fR
input fields separators (default " \et")
.TP
\fB\-h\fR
this help
.TP
\fB\-A\fR
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)
.TP
step
initial step size of the searching algorithm
.TP
tol
line search tolerance iter: maximum number of iterations
.TP
eps
gradient tolerance : stopping criteria ||gradient||<eps
.TP
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
.SH EXAMPLES
.TP
gbnlpanel 'x1\-a*x2\-c,a=0,c=0' < data.dat
linear panel regression with one independent
variable
.SH AUTHOR
Written by Giulio Bottazzi
.SH "REPORTING BUGS"
Report bugs to <gbutils@googlegroups.com>
.PP
.br
Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>
.SH COPYRIGHT
Copyright \(co 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;
.PP
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.