Provided by: gbutils_5.6.8-1build1_amd64 
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.