EnglishFrenchSpanish

OnWorks favicon

gbnlprobit - Online in the Cloud

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

This is the command gbnlprobit 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


gbnlprobit - Non linear probit regression

SYNOPSIS


gbnlprobit [options] <function definition>

DESCRIPTION


Non linear probit estimation. Minimize the negative log-likelihood

sum_{i in N_0} log(1-F(g(X_i))) + sum_{i in N_1} log(F(g(X_i)))

where N_0 and N_1 are the sets of 0 and 1 observations, g is a generic function of the
independent variables and F is the normal CDF. It is also possible to minimize the score
function

w_0 sum_{i in N_0} theta(F(g(X_i))-t) +

w_1 sum_{i in N_1} theta(t-F(g(X_i)))

where theta is the Heaviside function and t a threshold level. Weights w_0 and w_1 scale
the contribution of the two subpopulations. The first column of data contains 0/1 entries.
Successive columns are independent variables. The model is specified by a function
g(x1,x2...) where x1,.. stands for the first,second .. N-th column independent variables.

options:
-O type of output (default 0)

0 parameters

1 parameters and errors

2 <variables> and probabilities

3 parameters and variance matrix

4 marginal effects

-V variance matrix estimation (default 0)

0 <gradF gradF^t>

1 < J^{-1} >

2 < H^{-1} >

3 < H^{-1} J H^{-1} >

-z take zscore (not of 0/1 dummies)

-F input fields separators (default " \t")

-v verbosity level (default 0)

0 just results

1 comment headers

2 summary statistics

3 covariance matrix

4 minimization steps (default 10)

5 model definition

-g set number of point for global optimal threshold identification

-h this help

-t set threshold value (default 0)

0 ignore threshold

(0,1) user provided threshold

1 compute optimal only global

2 compute optimal

-M estimation method

0 maximum likelihood

1 min. score (w0=w1=1)

2 min. score (w0=1/N0, w1=1/N1)

-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

-B score optimization options (default 0.1,100,1e-6) fields are step,iter,msize. Empty
fields for default

step initial step size of the searching algorithm

iter maximum number of iterations

msize max size, stopping criteria simplex dim. <max size optimization method is simplex

Use gbnlprobit online using onworks.net services


Free Servers & Workstations

Download Windows & Linux apps

  • 1
    USBLoaderGX
    USBLoaderGX
    USBLoaderGX is a GUI for
    Waninkoko's USB Loader, based on
    libwiigui. It allows listing and
    launching Wii games, Gamecube games and
    homebrew on Wii and WiiU...
    Download USBLoaderGX
  • 2
    Firebird
    Firebird
    Firebird RDBMS offers ANSI SQL features
    & runs on Linux, Windows &
    several Unix platforms. Features
    excellent concurrency & performance
    & power...
    Download Firebird
  • 3
    KompoZer
    KompoZer
    KompoZer is a wysiwyg HTML editor using
    the Mozilla Composer codebase. As
    Nvu's development has been stopped
    in 2005, KompoZer fixes many bugs and
    adds a f...
    Download KompoZer
  • 4
    Free Manga Downloader
    Free Manga Downloader
    The Free Manga Downloader (FMD) is an
    open source application written in
    Object-Pascal for managing and
    downloading manga from various websites.
    This is a mirr...
    Download Free Manga Downloader
  • 5
    UNetbootin
    UNetbootin
    UNetbootin allows you to create bootable
    Live USB drives for Ubuntu, Fedora, and
    other Linux distributions without
    burning a CD. It runs on Windows, Linux,
    and ...
    Download UNetbootin
  • 6
    Dolibarr ERP - CRM
    Dolibarr ERP - CRM
    Dolibarr ERP - CRM is an easy to use
    ERP and CRM open source software package
    (run with a web php server or as
    standalone software) for businesses,
    foundations...
    Download Dolibarr ERP - CRM
  • ation Foundation Linux app" href="/software/linux/app-windows-presentation-foundation">Download Windows Presentation Foundation "/software/linux/app-transmission-remote-gui">Download Transmission Remote GUI inux, MacOS and Windows. The main pu...
    Download butt (broadcast using this tool)
  • More »

Linux commands

Ad