gbnlpanel - Non-linear panel regression

**gbnlpanel** [

*options*]

*<FUN>*
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).

**-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

- gbnlpanel 'x1-a*x2-c,a=0,c=0' < data.dat
- linear panel regression with one independent variable

Written by Giulio Bottazzi

Report bugs to <gbutils@googlegroups.com>

Package home page
<http://cafim.sssup.it/~giulio/software/gbutils/index.html>

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;

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.