GBNLPANEL(1) | User Commands | GBNLPANEL(1) |

gbnlpanel - Non-linear panel regression

**gbnlpanel** [*options*] *<FUN>*

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).

**-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

- gbnlpanel 'x1-a*x2-c,a=0,c=0' < data.dat
- linear panel regression with one independent variable

Written by Giulio Bottazzi

Report bugs to <gbutils@googlegroups.com>

Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>

Copyright © 2001-2018 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.

March 2018 | gbnlpanel 5.7.1 |