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GBNLPOLYIT(1) User Commands GBNLPOLYIT(1)

NAME

gbnlpolyit - Non linear polyit regression

SYNOPSIS

gbnlpolyit [options] <function definition>

DESCRIPTION

Non linear polyit estimation. Minimize the negative log-likelihood
sum_{h=0}^{L-1} log(A+h) - sum_{l=1}^L sum_{h=0}^{n_l-1} log(a_l+h)

for the Polya specification or

L log(A) - sum_{l=1}^L n_l log(a_l)

for the multinomial specification, where A = sum_{l=1}^L 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.

October 2018 gbnlpolyit 6.0.beta2