logistic_regression.m File Reference

Functions
	if (nargin< 2) x
	if (mx!=my) error("x and y must have the same number of observations")
	while (abs(dl'*(d2l\dl)/length(dl)) > tol) iter
else	while ((dev-devold)/(dl'*(tb-tbold)) > 0) epsilon
	if (epsilon > 1e+15) error("epsilon too large")
	disp ("epsilon")
	disp (epsilon)
	if (print==2) disp("Iteration")
	disp (iter)
	disp ("Deviance")
	disp (dev)
	disp ("First derivative")
	disp (dl')
	disp ("Eigenvalues of second derivative")
	disp (eig(d2l)')
	if (print >=1) printf("\n")
	printf ("Logistic Regression Results:\n")
	printf ("\n")
	printf ("Number of Iterations: %d\n", iter)
	printf ("Deviance: %f\n", dev)
	printf ("Parameter Estimates:\n")
	printf (" Theta S.E.\n")
endfor	if (nx > 0) printf(" Beta S.E.\n")
endfor endif endif	if (nargout==6) if(nx > 0) e
Variables
	function [theta, beta, dev, dl, d2l, p]
	endif = logistic_regression_derivatives (x, z, z1, g, g1, p)
endif	x = -x
	tol = 1e-6
	incr = 10
	decr = 2
	ymin = min (y)
	ymax = max (y)
	yrange = ymax - ymin
	z = (y * ones (1, yrange)) == ((y * 0 + 1) * (ymin : (ymax - 1)))
	z1 = (y * ones (1, yrange)) == ((y * 0 + 1) * ((ymin + 1) : ymax))
	theta = log (g ./ (1 - g))
	tb = [theta
	beta = tb ((nz + 1) : (nz + nx), 1)
	epsilon = logistic_regression_likelihood (y, x, tb, z, z1) logistic_regression_derivatives (x, z, z1, g, g1, p) std (vec (d2l)) / 1000
	iter = 0
	tbold = tb
	devold = dev
	se = sqrt (diag (inv (-d2l)))
for	i
else	e = (y * 0 + 1) * theta'

---

Function Documentation

disp

(

eig(d2l)'

)

disp

(

"Eigenvalues of second derivative"

)

disp

(

dl'

)

disp

(

"First derivative"

)

disp

(

dev

)

disp

(

"Deviance"

)

disp

(

iter

)

disp

(

epsilon

)

disp

(

"epsilon"

)

endfor endif endif if

(

nargout

= =6

)

endfor if	(	nx	,
		0
	)

if

(

print >=

1

)

if

(

print

= =2

)

if	(	epsilon	,
		1e+	15
	)

if

(

mx!

= my

)

if

(

)

printf

(

" Theta S.E.\n"

)

printf

(

"Parameter Estimates:\n"

)

printf	(	"Deviance: %f\n"	,
		dev
	)

printf	(	"Number of Iterations: %d\n"	,
		iter
	)

printf

(

"\n"

)

printf

(

"Logistic Regression Results:\n"

)

else while	(	(dev-devold)/(dl'*(tb-tbold))	,
		0
	)

while	(	abs(dl'*(d2l\dl)/length(dl))	,
		tol
	)

---

Variable Documentation

beta = tb ((nz + 1) : (nz + nx), 1)

decr = 2

devold = dev

else e = (y * 0 + 1) * theta'

endwhile endif[dl, d2l] = logistic_regression_derivatives (x, z, z1, g, g1, p)

epsilon = logistic_regression_likelihood (y, x, tb, z, z1) logistic_regression_derivatives (x, z, z1, g, g1, p) std (vec (d2l)) / 1000

function[theta, beta, dev, dl, d2l, p]

Initial value:

 logistic_regression (y, x, print, theta, beta)


  y = round (vec (y))

for i

Initial value:

 1 : nz
      printf ("   %8.4f     %8.4f\n", tb (i), se (i))

incr = 10

iter = 0

se = sqrt (diag (inv (-d2l)))

endif tb = [theta

tbold = tb

endif endwhile theta = log (g ./ (1 - g))

tol = 1e-6

endif x = -x

ymax = max (y)

ymin = min (y)

yrange = ymax - ymin

z = (y * ones (1, yrange)) == ((y * 0 + 1) * (ymin : (ymax - 1)))

z1 = (y * ones (1, yrange)) == ((y * 0 + 1) * ((ymin + 1) : ymax))