gbnlpanel1
Non-linear panel regression
Usage
gbnlpanel [options]
<FUN>
Overview
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
Releases
5 releases since Debian 9 (Stretch); the text changed 3 times.