detail3l.bak

一个统计模块的C++源程序！应该能用到的！

     **********************************************************************
     *                                                                    *
     *                         Parameter settings                         *
     *                                                                    *
     **********************************************************************

     Gallant, "Nonlinear Statistical Models," Chapter 6, Figure 2, p. 449-450.
     GMM                What estimation method?  Code SUR, TSLS, or GMM.
     238                Number of observations, t = 1, ..., n.
     1                  Number of equations, i.e. dimension of e.
     3                  Number of instruments, i.e. dimension of Z.
     2                  Number of parameters, i.e. dimension of theta.
     20                 Upper limit on Gauss-Newton iterations.
     1                  Number var iterates, ivar=0 means none.
     heteroskedastic    Code homoskedastic or heteroskedastic.
     3                  Number of moving average terms MA for var estimate.
     Parzen             Code none or Parzen, none when MA>0 is unwise.
     1.000000e-05       Convergence tolerance, tol=1.0e-8 is reasonable.
     1.000000e-13       Inversion tolerance, eps=1.0e-13 is reasonable
     full               How much output?  Code none, minimal, or full.


     **********************************************************************
     *                                                                    *
     *                           Starting theta                           *
     *                                                                    *
     **********************************************************************
 
 
                                           Col  1
 
                               Row  1   -0.400000
                               Row  2    0.900000

var_loop 0
   2.3800000000000000e+02         238.00000000  var(1,1)
   2.3848513503508150e+02         238.48513504  var(2,1)
   2.3866807009536583e+02         238.66807010  var(3,1)
   2.3848513503508150e+02         238.48513504  var(1,2)
   2.3897620940526255e+02         238.97620941  var(2,2)
   2.3916481122626234e+02         239.16481123  var(3,2)
   2.3866807009536583e+02         238.66807010  var(1,3)
   2.3916481122626234e+02         239.16481123  var(2,3)
   2.3975964092305995e+02         239.75964092  var(3,3)

theta_loop 0
  -4.0000000000000002e-01          -0.40000000  theta(1)
   9.0000000000000002e-01           0.90000000  theta(2)
   2.2977593855825589e+00           2.29775939  obj
  -4.9910043429446205e-01          -0.49910043  D(1)
   9.8933364963875864e-02           0.09893336  D(2)
Step length = 1 

theta_loop 1
  -8.9910043429446207e-01          -0.89910043  theta(1)
   9.9893336496387586e-01           0.99893336  theta(2)
   2.7751760221041621e-03           0.00277518  obj
   5.0366043831498272e-02           0.05036604  D(1)
  -4.4414610501568677e-06          -0.00000444  D(2)
Step length = 1 

theta_loop 2
  -8.4873439046296384e-01          -0.84873439  theta(1)
   9.9892892350282569e-01           0.99892892  theta(2)
   2.7717868638761308e-03           0.00277179  obj
  -1.1734797022229638e-04          -0.00011735  D(1)
   2.1096605255709332e-07           0.00000021  D(2)
Step length = 1 

theta_loop 3
  -8.4885173843318618e-01          -0.84885174  theta(1)
   9.9892913446887821e-01           0.99892913  theta(2)
   2.7717868580610532e-03           0.00277179  obj
   2.6798358348564710e-07           0.00000027  D(1)
  -5.5350439549602871e-10          -0.00000000  D(2)
Tolerence check passed.

var_loop 1
   4.3978220854904504e-01           0.43978221  var(1,1)
   4.4050039895600307e-01           0.44050040  var(2,1)
   4.3420956263910121e-01           0.43420956  var(3,1)
   4.4050039895600307e-01           0.44050040  var(1,2)
   4.4122700259798669e-01           0.44122700  var(2,2)
   4.3493663977747488e-01           0.43493664  var(3,2)
   4.3420956263910121e-01           0.43420956  var(1,3)
   4.3493663977747488e-01           0.43493664  var(2,3)
   4.2967081964723475e-01           0.42967082  var(3,3)

theta_loop 0
  -8.4885173843318618e-01          -0.84885174  theta(1)
   9.9892913446887821e-01           0.99892913  theta(2)
   1.2014636301992196e+00           1.20146363  obj
  -6.4020486065461402e-03          -0.00640205  D(1)
  -8.8353145570584189e-04          -0.00088353  D(2)
Step length = 1 

theta_loop 1
  -8.5525378703973232e-01          -0.85525379  theta(1)
   9.9804560301317236e-01           0.99804560  theta(2)
   1.0861341198092420e+00           1.08613412  obj
   2.6747016119385693e-06           0.00000267  D(1)
  -1.7073275785211286e-08          -0.00000002  D(2)
Tolerence check passed.


     **********************************************************************
     *                                                                    *
     *                               theta                                *
     *                                                                    *
     **********************************************************************
 
 
                                           Col  1
 
                               Row  1   -0.855254
                               Row  2    0.998046



     **********************************************************************
     *                                                                    *
     *                                var                                 *
     *                (no degrees of freedom corrections)                 *
     *                                                                    *
     **********************************************************************
 
 
                               Col  1      Col  2      Col  3
 
                   Row  1    0.439782    0.440500    0.434210
                   Row  2    0.440500    0.441227    0.434937
                   Row  3    0.434210    0.434937    0.429671



     **********************************************************************
     *                                                                    *
     *                                 V                                  *
     *                             (rank = 2)                             *
     *                                                                    *
     **********************************************************************
 
 
                                     Col  1      Col  2
 
                         Row  1     3.60663 -0.00715768
                         Row  2 -0.00715768   2.117e-05