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comparison scripts/statistics/models/logistic_regression_likelihood.m @ 3191:e4f4b2d26ee9

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[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
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children 041ea33fbbf4
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3190:70eb3f4136cd 3191:e4f4b2d26ee9
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
2 ##
3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2, or (at your option)
6 ## any later version.
7 ##
8 ## This program is distributed in the hope that it will be useful, but
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
11 ## General Public License for more details.
12 ##
13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16
17 ## Calculates likelihood for the ordinal logistic regression model.
18 ## Called by logistic_regression.
19
20 ## Author: Gordon K. Smyth <gks@maths.uq.oz.au>
21 ## Adapted-By: KH <Kurt.Hornik@ci.tuwien.ac.at>
22 ## Description: Likelihood in logistic regression
23
24 function [g, g1, p, dev] ...
25 = logistic_regression_likelihood (y, x, beta, z, z1)
26
27 e = exp ([z x] * beta); e1 = exp ([z1 x] * beta);
28 g = e ./ (1 + e); g1 = e1 ./ (1 + e1);
29 g = max (y == max (y), g); g1 = min (y > min(y), g1);
30
31 p = g - g1;
32 dev = -2 * sum (log (p));
33
34 endfunction