NAME

       gbnlpolyit - 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 <gbutils@googlegroups.com>

       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;

       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.

gbnlpolyit 5.6.9                                   August 2017                                     GBNLPOLYIT(1)