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gbnlpanel - Online in the Cloud

Run gbnlpanel in OnWorks free hosting provider over Ubuntu Online, Fedora Online, Windows online emulator or MAC OS online emulator

This is the command gbnlpanel that can be run in the OnWorks free hosting provider using one of our multiple free online workstations such as Ubuntu Online, Fedora Online, Windows online emulator or MAC OS online emulator

PROGRAM:

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

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