Mercurial > hg > octave-lyh
diff scripts/statistics/models/logistic_regression_likelihood.m @ 3191:e4f4b2d26ee9
[project @ 1998-10-23 05:43:59 by jwe]
author | jwe |
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date | Fri, 23 Oct 1998 05:44:01 +0000 |
parents | |
children | 041ea33fbbf4 |
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new file mode 100644 --- /dev/null +++ b/scripts/statistics/models/logistic_regression_likelihood.m @@ -0,0 +1,34 @@ +## 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