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 <[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.