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gbnlpanel - Non-linear panel regression

GBNLPANEL(1) User Commands GBNLPANEL(1)

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 <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.
November 2015 gbnlpanel 5.6.7