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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This program is free software; you can redistribute it and/or modify |
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4 ## it under the terms of the GNU General Public License as published by |
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5 ## the Free Software Foundation; either version 2, or (at your option) |
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6 ## any later version. |
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7 ## |
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8 ## This program is distributed in the hope that it will be useful, but |
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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11 ## General Public License for more details. |
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12 ## |
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13 ## You should have received a copy of the GNU General Public License |
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14 ## along with this file. If not, write to the Free Software Foundation, |
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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16 |
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17 ## -*- texinfo -*- |
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18 ## @deftypefn {Function File} {[@var{g}, @var{g1}, @var{p}, @var{dev}] =} logistic_regression_likelihood (@var{y}, @var{x}, @var{beta}, @var{z}, @var{z1}) |
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19 ## Calculates likelihood for the ordinal logistic regression model. |
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20 ## Called by logistic_regression. |
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21 ## @end deftypefn |
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22 |
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23 ## Author: Gordon K. Smyth <gks@maths.uq.oz.au> |
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24 ## Adapted-By: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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25 ## Description: Likelihood in logistic regression |
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26 |
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27 function [g, g1, p, dev] = logistic_regression_likelihood (y, x, beta, z, z1) |
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28 |
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29 e = exp ([z, x] * beta); e1 = exp ([z1, x] * beta); |
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30 g = e ./ (1 + e); g1 = e1 ./ (1 + e1); |
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31 g = max (y == max (y), g); g1 = min (y > min(y), g1); |
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32 |
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33 p = g - g1; |
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34 dev = -2 * sum (log (p)); |
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35 |
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36 endfunction |
