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

[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
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+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+## 
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+## 
+## 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. 
+## 
+## You should have received a copy of the GNU General Public License
+## along with this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## Calculates likelihood for the ordinal logistic regression model.
+## Called by logistic_regression.
+  
+## Author:  Gordon K. Smyth <gks@maths.uq.oz.au>
+## Adapted-By:  KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description:  Likelihood in logistic regression
+
+function [g, g1, p, dev] ...
+      = logistic_regression_likelihood (y, x, beta, z, z1)
+  
+  e = exp ([z x] * beta); e1 = exp ([z1 x] * beta);
+  g = e ./ (1 + e); g1 = e1 ./ (1 + e1);
+  g = max (y == max (y), g); g1 = min (y > min(y), g1);
+  
+  p = g - g1;
+  dev = -2 * sum (log (p));  
+
+endfunction