This is the command gbnlpolyit 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
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
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