diff --git a/examples/DataObjective.ZurcherMLE.optobj b/examples/DataObjective.ZurcherMLE.optobj index 8af90348..6aca94e6 100644 --- a/examples/DataObjective.ZurcherMLE.optobj +++ b/examples/DataObjective.ZurcherMLE.optobj @@ -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 \ No newline at end of file +Created by Objective::Save(). 20-03-2023. 18:25:49 \ No newline at end of file diff --git a/examples/Newton-IterStart-ZurcherMLE.optobj b/examples/Newton-IterStart-ZurcherMLE.optobj index 8b57010a..c3506476 100644 --- a/examples/Newton-IterStart-ZurcherMLE.optobj +++ b/examples/Newton-IterStart-ZurcherMLE.optobj @@ -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 \ No newline at end of file +Created by Objective::Save(). 20-03-2023. 18:25:25 \ No newline at end of file diff --git a/examples/Rust1987_estimation_Call_1.txt b/examples/Rust1987_estimation_Call_1.txt index ab07ee90..0f8b6f03 100644 --- a/examples/Rust1987_estimation_Call_1.txt +++ b/examples/Rust1987_estimation_Call_1.txt @@ -1,7 +1,7 @@ Output of Rust1987 estimationwith parameters [0] = 1 -[1] = 0 -[2] = 1 +[1] = 1 +[2] = 0 [3] = 0 --------------------------- @@ -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) @@ -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 @@ -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 @@ -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): @@ -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 diff --git a/include/menu.oxo b/include/menu.oxo index 618fd9ad..028a4671 100644 Binary files a/include/menu.oxo and b/include/menu.oxo differ