man gbnlpolyit (1): 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 © 2001-2015 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;