Provided by: gbutils_5.7.1-1_amd64

**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**

-Mtype of model (default 0) 0 fixed effects 1 random effects-Otype of output (default 0) 0 parameters 1 parameters and errors 2 <variables> and panel statistics 3 parameters and variance matrix-Vvariance 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-vverbosity level (default 0) 0 just results 1 comment headers 2 summary statistics 3 covariance matrix 4 minimization steps 5 model definition-eminimization tolerance (default 1e-6)-Finput fields separators (default " \t")-hthis help-Acomma 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**

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.