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menu fix
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@ferrall
ferrall committed Mar 20, 2023
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30 changes: 20 additions & 10 deletions examples/DataObjective.ZurcherMLE.optobj
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Original file line number Diff line number Diff line change
@@ -1,17 +1,27 @@
"DataObjective"
"ZurcherMLE"
-3319.3074926899085
<0.3995806122904882;0.587604848931838;0.012814538777673912;7.6418046764563154;71.62150522080614>
-3897.3182882521246
<0.09370193031534259;0.4474990216184735;0.44584206518222763;0.012697387608592197;0.00025959527536410613;11.7257;2.4569>
-------Human Readable Parameter Summary-------
000 0 0.399581 "th3_0 " "Bounded " -- -1 .NaN
001 0 0.587605 "th3_1 " "Bounded " -- -1 .NaN
002 0 0.012815 "th3End " "Determined " -- -1 .NaN
003 1 7.641805 "RC " "Positive " 0 3 0.999229
004 1 71.621505 "th1 " "Positive " 1 4 1.00035
000 1 0.093702 "th3_0 " "Bounded " 0 0 0.99999
001 1 0.447499 "th3_1 " "Bounded " 1 1 1
002 1 0.445842 "th3_2 " "Bounded " 2 2 0.998719
003 1 0.012697 "th3_3 " "Bounded " 3 3 0.937121
004 0 0.000260 "th3End " "Determined " -- -1 .NaN
005 0 11.725700 "RC " "Positive " -- -1 .NaN
006 0 2.456900 "th1 " "Positive " -- -1 .NaN

------------
.NaN
Hessian .NaN

th3_0 th3_1 th3_2 th3_3
Gradient -52.064 0.19480 -0.14710 0.0072983

Hessian
th3_0 th3_1 th3_2 th3_3
th3_0 -1689.8 5.2330e+06 0.00000 0.00000
th3_1 5.2330e+06 -0.55933 0.0045533 0.00000
th3_2 5.2397e+06 0.0045533 -609.39 0.019435
th3_3 5.5841e+06 0.0048526 0.019435 -16.923

--------------------
Created by Objective::Save(). 20-03-2023. 16:58:31
Created by Objective::Save(). 20-03-2023. 18:25:49
16 changes: 9 additions & 7 deletions examples/Newton-IterStart-ZurcherMLE.optobj
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Original file line number Diff line number Diff line change
@@ -1,17 +1,19 @@
"DataObjective"
"ZurcherMLE"
.NaN
<0.3919;0.5953;0.012799999999999923;7.6538;71.5133>
<0.0937;0.4475;0.4459;0.0127;0.00019999999999996756;11.7257;2.4569>
-------Human Readable Parameter Summary-------
000 1 0.391900 "th3_0 " "Bounded " 0 0 1
001 1 0.595300 "th3_1 " "Bounded " 1 1 1
002 0 0.012800 "th3End " "Determined " -- -1 .NaN
003 0 7.653800 "RC " "Positive " -- -1 .NaN
004 0 71.513300 "th1 " "Positive " -- -1 .NaN
000 1 0.093700 "th3_0 " "Bounded " 0 0 1
001 1 0.447500 "th3_1 " "Bounded " 1 1 1
002 1 0.445900 "th3_2 " "Bounded " 2 2 1
003 1 0.012700 "th3_3 " "Bounded " 3 3 1
004 0 0.000200 "th3End " "Determined " -- -1 .NaN
005 0 11.725700 "RC " "Positive " -- -1 .NaN
006 0 2.456900 "th1 " "Positive " -- -1 .NaN

------------
.NaN
Hessian .NaN

--------------------
Created by Objective::Save(). 20-03-2023. 16:58:15
Created by Objective::Save(). 20-03-2023. 18:25:25
242 changes: 87 additions & 155 deletions examples/Rust1987_estimation_Call_1.txt
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
Output of Rust1987 estimationwith parameters
[0] = 1
[1] = 0
[2] = 1
[1] = 1
[2] = 0
[3] = 0

---------------------------
Expand All @@ -15,7 +15,7 @@ DP::Intialize is complete. Action and State spaces are empty.
2. STATE VARIABLES
|eps |eta |theta -clock |gamma
s11 s21 x t t' r f
s.N 1 1 90 1 1 1 1
s.N 1 1 175 1 1 1 1


Transition Categories (not counting placeholders and variables with N=1)
Expand All @@ -27,15 +27,15 @@ DP::Intialize is complete. Action and State spaces are empty.
Number of Points
Exogenous(Epsilon) 1
SemiExogenous(Eta) 1
Endogenous(Theta_t) 90
Endogenous(Theta_t) 175
Times 1
EV()Iterating 90
ChoiceProb.track 90
EV()Iterating 175
ChoiceProb.track 175
Random Groups 1
Dynamic Random Groups 1
Fixed Groups 1
Total Groups(Gamma) 1
Total Untrimmed 90
Total Untrimmed 175

4. ACTION VARIABLES
Number of Distinct action vectors: 2
Expand All @@ -45,11 +45,11 @@ DP::Intialize is complete. Action and State spaces are empty.

5. TRIMMING AND SUBSAMPLING OF THE ENDOGENOUS STATE SPACE (Theta)
N
TotalReachable 90
TotalReachable 175
Terminal 0
Approximated 0
Index of first state by t (t=0..T-1)
0 89
0 174


6. FEASIBLE ACTION SETS
Expand All @@ -58,23 +58,25 @@ Index of first state by t (t=0..T-1)
---------------------------
000 (0) X
001 (1) X
#States 90
#States 175
--------------------------
Key: X = row vector is feasible. - = infeasible

-------------------- End of Model Summary ------------------------
Phase :Initializing Increment: 0.00. Cumulative: 0.00
Original parameters,log-like and SEs
[0] = 10.075
[1] = 2.293
[0] = 11.7257
[1] = 2.4569
[2] =
0.39190 0.59530 0.012800
[3] = -3304.16
0.093700 0.44750 0.44590 0.012700 0.00020000
[3] = -3993.99
[4] =
1.5820
0.63900
0.0075000
0.0075000
2.5970
0.91220
0.0047000
0.0080000
0.0080000
0.0018000
Two-Stage Estimation.

Transition Parameters (stage 0 and 2):
Expand All @@ -86,172 +88,102 @@ Parameter RC DoNotVary=1
Parameter th1 DoNotVary=1
Parameter th3_0 DoNotVary=0
Parameter th3_1 DoNotVary=0
Parameter th3_2 DoNotVary=0
Parameter th3_3 DoNotVary=0
Toggling Outcome::OnlyTransitions. Now equals: 1
Stage 0: Only Transition parameters vary
Path like type counts
CCP IIDPartObs
37 0 0
67 0 0

-3154.36638778*
-3897.34932601*


Report of Gradient Starting on ZurcherMLE

Obj= -3154.36653260
Obj= -3897.34984657
Free Parameters
index free stderr
th3_0 0 1.00000000000 0.0711762380782
th3_1 1 1.00000000000 0.0357411869241
index free
th3_0 0 1.00000000000
th3_1 1 1.00000000000
th3_2 2 1.00000000000
th3_3 3 1.00000000000
Actual Parameters
Value
th3_0 0.391900000000
th3_1 0.595300000000
th3End 0.0128000000000
RC 10.0750000000
th1 2.29300000000
-3153.83116963*
-3153.83116939*
-3153.83116916*
1. f=-3153.83 deltaX: 0.0734634 deltaG: 0.0548419
th3_0 0.0937000000000
th3_1 0.447500000000
th3_2 0.445900000000
th3_3 0.0127000000000
th3End 0.000200000000000
RC 11.7257000000
th1 2.45690000000
-3897.32360782*
-3897.31956418*
-3897.31887715*
-3897.31861685*
-3897.31835659*
1. f=-3897.32 deltaX: 0.0656296 deltaG: 52.0648


Report of Gradient Iteration on ZurcherMLE

Obj= -3153.83116963
Free Parameters
index free stderr
th3_0 0 0.926630219469 0.0709360189637
th3_1 1 0.996292211262 0.0354974878463
Actual Parameters
Value
th3_0 0.399607954620
th3_1 0.587576954950
th3End 0.0128150904291
RC 10.0750000000
th1 2.29300000000
-3153.83116272*

Finished: 5:STRONG
th3_0 th3_1
Free Vector 0.92689 0.99632
Gradient -5.3155e-06 6.8892e-07
Std.Error 0.070930 0.035499

Take care interpreting SE for Quasi-Newton algorithms


Report of Iteration Done on ZurcherMLE

Obj= -3153.83116272
Obj= -3897.31887715
Free Parameters
index free stderr
th3_0 0 0.926889624245 0.0709303630820
th3_1 1 0.996315786436 0.0354986352151
index free
th3_0 0 0.999999972018
th3_1 1 1.00000747772
th3_2 2 0.998589031938
th3_3 3 0.934385535933
Actual Parameters
Value
th3_0 0.399580612290
th3_1 0.587604848932
th3End 0.0128145387777
RC 10.0750000000
th1 2.29300000000
Parameter RC DoNotVary=0
Parameter th1 DoNotVary=0
Parameter th3_0 DoNotVary=1
Parameter th3_1 DoNotVary=1
Toggling Outcome::OnlyTransitions. Now equals: 0
Stage 1: Only Utility parameters vary; objective reset to -Inf.
-3317.41691186*
-3317.41549590*
-3317.41431394*
-3317.41431348*
-3317.41380344*
-3317.41379607*
-3317.41379062*
-3317.41377760*
-3317.41377399*
-3317.41377337*
-3317.41377310*
-3317.41377290*
-3317.41377278*
-3317.41377275*
-3317.41377273*
-3317.41377273*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377271*
th3_0 0.0937000053924
th3_1 0.447499955093
th3_2 0.445837218011
th3_3 0.0127002032092
th3End 0.000262618294410
RC 11.7257000000
th1 2.45690000000
-3897.31828825*
2. f=-3897.32 deltaX: 0.00273145 deltaG: 52.0649

New Old
-3317.4137727092 -3317.4137727216
1.0005986899 1.0005986899
0.9936575245 0.9936575245

Parameter RC DoNotVary=0
Parameter th1 DoNotVary=0
Parameter th3_0 DoNotVary=0
Parameter th3_1 DoNotVary=0
Stage 2: All parameters vary
New OPG Hessian
th3_0 th3_1 RC th1
th3_0 -6.2505e+05
th3_1 -5.8345e+05 -5.5610e+05
RC -9.5706 -40.747 -3.3152
th1 349.59 397.81 7.8114 -20.878


Report of Gradient Starting on ZurcherMLE
Report of Gradient Iteration on ZurcherMLE

Obj= -3317.41377272
Obj= -3897.31880881
Free Parameters
index free
th3_0 0 0.399580612290
th3_1 1 0.587604848932
RC 3 10.0750000000
th1 4 2.29300000000
th3_0 0 0.999999983244
th3_1 1 1.00000447706
th3_2 2 0.998718912021
th3_3 3 0.937113891183
Actual Parameters
Value
th3_0 0.399580612290
th3_1 0.587604848932
th3End 0.0128145387777
RC 10.0750000000
th1 2.29300000000
New OPG Hessian
th3_0 th3_1 RC th1
th3_0 -6.2505e+05
th3_1 -5.8345e+05 -5.5610e+05
RC -9.5706 -40.747 -3.3152
th1 349.59 397.81 7.8114 -20.878

Finished: 3:WEAK
th3_0 th3_1 RC th1
Free Vector 0.39958 0.58760 10.075 2.2930
Gradient -0.78882 -0.38892 0.14136 -0.35732
Std.Error 0.0089367 0.0094639 1.6512 0.65936

Take care interpreting SE for Quasi-Newton algorithms
th3_0 0.0937000032290
th3_1 0.447499973113
th3_2 0.445842997631
th3_3 0.0126974221008
th3End 0.000259603926259
RC 11.7257000000
th1 2.45690000000
-3897.31828825*
3. f=-3897.32 deltaX: 7.38174e-06 deltaG: 52.0649


Report of Iteration Done on ZurcherMLE
Report of Gradient Iteration on ZurcherMLE

Obj= -3317.41377272
Obj= -3897.31880881
Free Parameters
index free stderr
th3_0 0 0.399580612290 0.00893674370017
th3_1 1 0.587604848932 0.00946385814745
RC 3 10.0750000000 1.65121304967
th1 4 2.29300000000 0.659360128043
index free
th3_0 0 0.999999983267
th3_1 1 1.00000447086
th3_2 2 0.998719261534
th3_3 3 0.937121264640
Actual Parameters
Value
th3_0 0.399580612290
th3_1 0.587604848932
th3End 0.0128145387777
RC 10.0750000000
th1 2.29300000000
... finished.
th3_0 0.0937000032246
th3_1 0.447499973150
th3_2 0.445843013191
th3_3 0.0126974146075
th3End 0.000259595827350
RC 11.7257000000
th1 2.45690000000
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