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
-
< J^{-1} >, computed via fully-reduced log-likelihood
- 1
-
< H^{-1} >, computed via fully-reduced log-likelihood
- 2
-
< H^{-1} J H^{-1} >, computed via fully-reduced log-likelihood
- 3
-
< J^{-1} >, computed via non-reduced log-likelihood
- 4
-
< H^{-1} >, computed via non-reduced log-likelihood
- 5
-
< H^{-1} J H^{-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 <[email protected]>
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.