/* What results should be presented */
unsigned int print;
- double cut_point;
+ /* Inverse logit of the cut point */
+ double ilogit_cut_point;
};
/* The estimates of the predictor coefficients */
gsl_vector *beta_hat;
+
+ /* The predicted classifications:
+ True Negative, True Positive, False Negative, False Positive */
+ double tn, tp, fn, fp;
};
return SYSMIS;
}
+static void output_classification_table (const struct lr_spec *cmd, const struct lr_result *res);
static void output_categories (const struct lr_spec *cmd, const struct lr_result *res);
y is the vector of observed independent variables
pi is the vector of estimates for y
- As a side effect, the likelihood is stored in LIKELIHOOD
+ Side effects:
+ the likelihood is stored in LIKELIHOOD;
+ the predicted values are placed in the respective tn, fn, tp fp values in RES
*/
static gsl_vector *
xt_times_y_pi (const struct lr_spec *cmd,
struct casereader *input,
const struct variable **x, size_t n_x,
const struct variable *y_var,
- double *likelihood)
+ double *llikelihood)
{
struct casereader *reader;
struct ccase *c;
gsl_vector *output = gsl_vector_calloc (res->beta_hat->size);
- *likelihood = 1.0;
+ *llikelihood = 0.0;
+ res->tn = res->tp = res->fn = res->fp = 0;
for (reader = casereader_clone (input);
(c = casereader_read (reader)) != NULL; case_unref (c))
{
+ double pred_y = 0;
int v0;
double pi = pi_hat (cmd, res, x, n_x, c);
double weight = dict_get_case_weight (cmd->dict, c, &res->warn_bad_weight);
double y = map_dependent_var (cmd, res, case_data (c, y_var));
- *likelihood *= pow (pi, weight * y) * pow (1 - pi, weight * (1 - y));
+ *llikelihood += (weight * y) * log (pi) + log (1 - pi) * weight * (1 - y);
for (v0 = 0; v0 < res->beta_hat->size; ++v0)
{
double in0 = predictor_value (c, x, n_x, res->cats, v0);
double *o = gsl_vector_ptr (output, v0);
*o += in0 * (y - pi) * weight;
+ pred_y += gsl_vector_get (res->beta_hat, v0) * in0;
+ }
+
+ /* Count the number of cases which would be correctly/incorrectly classified by this
+ estimated model */
+ if (pred_y <= cmd->ilogit_cut_point)
+ {
+ if (y == 0)
+ res->tn += weight;
+ else
+ res->fn += weight;
+ }
+ else
+ {
+ if (y == 0)
+ res->fp += weight;
+ else
+ res->tp += weight;
}
}
double weight = dict_get_case_weight (cmd->dict, c, &res->warn_bad_weight);
const union value *depval = case_data (c, cmd->dep_var);
+ if (var_is_value_missing (cmd->dep_var, depval, cmd->exclude))
+ {
+ missing = true;
+ }
+ else
for (v = 0; v < cmd->n_indep_vars; ++v)
{
const union value *val = case_data (c, cmd->indep_vars[v]);
bool converged = false;
- /* Set the likelihoods to a negative sentinel value */
- double likelihood = -1;
- double prev_likelihood = -1;
- double initial_likelihood = -1;
+ /* Set the log likelihoods to a sentinel value */
+ double log_likelihood = SYSMIS;
+ double prev_log_likelihood = SYSMIS;
+ double initial_log_likelihood = SYSMIS;
struct lr_result work;
work.n_missing = 0;
NULL,
NULL);
+ input = casereader_create_filter_missing (input,
+ &cmd->dep_var,
+ 1,
+ cmd->exclude,
+ NULL,
+ NULL);
work.hessian = gsl_matrix_calloc (work.beta_hat->size, work.beta_hat->size);
v = xt_times_y_pi (cmd, &work, input,
cmd->predictor_vars, cmd->n_predictor_vars,
cmd->dep_var,
- &likelihood);
+ &log_likelihood);
{
/* delta = M.v */
gsl_vector_free (delta);
}
- if ( prev_likelihood >= 0)
+ if (i > 0)
{
- if (-log (likelihood) > -(1.0 - cmd->lcon) * log (prev_likelihood))
+ if (-log_likelihood > -(1.0 - cmd->lcon) * prev_log_likelihood)
{
msg (MN, _("Estimation terminated at iteration number %d because Log Likelihood decreased by less than %g%%"), i + 1, 100 * cmd->lcon);
converged = true;
}
}
if (i == 0)
- initial_likelihood = likelihood;
- prev_likelihood = likelihood;
+ initial_log_likelihood = log_likelihood;
+ prev_log_likelihood = log_likelihood;
if (converged)
break;
}
casereader_destroy (input);
- assert (initial_likelihood >= 0);
+
if ( ! converged)
msg (MW, _("Estimation terminated at iteration number %d because maximum iterations has been reached"), i );
- output_model_summary (&work, initial_likelihood, likelihood);
+ output_model_summary (&work, initial_log_likelihood, log_likelihood);
if (work.cats)
output_categories (cmd, &work);
+ output_classification_table (cmd, &work);
output_variables (cmd, &work);
gsl_matrix_free (work.hessian);
These may or may not include the categorical predictors */
const struct variable **pred_vars;
size_t n_pred_vars;
+ double cp = 0.5;
int v, x;
struct lr_spec lr;
lr.lcon = 0.0000;
lr.bcon = 0.001;
lr.min_epsilon = 0.00000001;
- lr.cut_point = 0.5;
lr.constant = true;
lr.confidence = 95;
lr.print = PRINT_DEFAULT;
}
}
}
+ else if (lex_match_id (lexer, "CUT"))
+ {
+ if (lex_force_match (lexer, T_LPAREN))
+ {
+ if (! lex_force_num (lexer))
+ {
+ lex_error (lexer, NULL);
+ goto error;
+ }
+ cp = lex_number (lexer);
+
+ if (cp < 0 || cp > 1.0)
+ {
+ msg (ME, _("Cut point value must be in the range [0,1]"));
+ goto error;
+ }
+ lex_get (lexer);
+ if ( ! lex_force_match (lexer, T_RPAREN))
+ {
+ lex_error (lexer, NULL);
+ goto error;
+ }
+ }
+ }
else
{
lex_error (lexer, NULL);
}
}
+ lr.ilogit_cut_point = - log (1/cp - 1);
+
+
/* Copy the predictor variables from the temporary location into the
final one, dropping any categorical variables which appear there.
FIXME: This is O(NxM).
*/
-
{
struct variable_node *vn, *next;
struct hmap allvars;
if (cmd->print & PRINT_CI)
{
+ int last_ci = nr;
double wc = gsl_cdf_ugaussian_Pinv (0.5 + cmd->confidence / 200.0);
wc *= sqrt (sigma2);
- if (idx < cmd->n_predictor_vars)
+ if (cmd->constant)
+ last_ci--;
+
+ if (row < last_ci)
{
tab_double (t, 8, row, 0, exp (b - wc), 0);
tab_double (t, 9, row, 0, exp (b + wc), 0);
/* Show the model summary box */
static void
output_model_summary (const struct lr_result *res,
- double initial_likelihood, double likelihood)
+ double initial_log_likelihood, double log_likelihood)
{
const int heading_columns = 0;
const int heading_rows = 1;
tab_text (t, 0, 0, TAB_LEFT | TAT_TITLE, _("Step 1"));
tab_text (t, 1, 0, TAB_CENTER | TAT_TITLE, _("-2 Log likelihood"));
- tab_double (t, 1, 1, 0, -2 * log (likelihood), 0);
+ tab_double (t, 1, 1, 0, -2 * log_likelihood, 0);
tab_text (t, 2, 0, TAB_CENTER | TAT_TITLE, _("Cox & Snell R Square"));
- cox = 1.0 - pow (initial_likelihood /likelihood, 2 / res->cc);
+ cox = 1.0 - exp((initial_log_likelihood - log_likelihood) * (2 / res->cc));
tab_double (t, 2, 1, 0, cox, 0);
tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("Nagelkerke R Square"));
- tab_double (t, 3, 1, 0, cox / ( 1.0 - pow (initial_likelihood, 2 / res->cc)), 0);
+ tab_double (t, 3, 1, 0, cox / ( 1.0 - exp(initial_log_likelihood * (2 / res->cc))), 0);
tab_submit (t);
tab_submit (t);
}
+
+
+static void
+output_classification_table (const struct lr_spec *cmd, const struct lr_result *res)
+{
+ const struct fmt_spec *wfmt =
+ cmd->wv ? var_get_print_format (cmd->wv) : &F_8_0;
+
+ const int heading_columns = 3;
+ const int heading_rows = 3;
+
+ struct string sv0, sv1;
+
+ const int nc = heading_columns + 3;
+ const int nr = heading_rows + 3;
+
+ struct tab_table *t = tab_create (nc, nr);
+
+ ds_init_empty (&sv0);
+ ds_init_empty (&sv1);
+
+ tab_title (t, _("Classification Table"));
+
+ tab_headers (t, heading_columns, 0, heading_rows, 0);
+
+ tab_box (t, TAL_2, TAL_2, -1, -1, 0, 0, nc - 1, nr - 1);
+ tab_box (t, -1, -1, -1, TAL_1, heading_columns, 0, nc - 1, nr - 1);
+
+ tab_hline (t, TAL_2, 0, nc - 1, heading_rows);
+ tab_vline (t, TAL_2, heading_columns, 0, nr - 1);
+
+ tab_text (t, 0, heading_rows, TAB_CENTER | TAT_TITLE, _("Step 1"));
+
+
+ tab_joint_text (t, heading_columns, 0, nc - 1, 0,
+ TAB_CENTER | TAT_TITLE, _("Predicted"));
+
+ tab_joint_text (t, heading_columns, 1, heading_columns + 1, 1,
+ 0, var_to_string (cmd->dep_var) );
+
+ tab_joint_text (t, 1, 2, 2, 2,
+ TAB_LEFT | TAT_TITLE, _("Observed"));
+
+ tab_text (t, 1, 3, TAB_LEFT, var_to_string (cmd->dep_var) );
+
+
+ tab_joint_text (t, nc - 1, 1, nc - 1, 2,
+ TAB_CENTER | TAT_TITLE, _("Percentage\nCorrect"));
+
+
+ tab_joint_text (t, 1, nr - 1, 2, nr - 1,
+ TAB_LEFT | TAT_TITLE, _("Overall Percentage"));
+
+
+ tab_hline (t, TAL_1, 1, nc - 1, nr - 1);
+
+ var_append_value_name (cmd->dep_var, &res->y0, &sv0);
+ var_append_value_name (cmd->dep_var, &res->y1, &sv1);
+
+ tab_text (t, 2, heading_rows, TAB_LEFT, ds_cstr (&sv0));
+ tab_text (t, 2, heading_rows + 1, TAB_LEFT, ds_cstr (&sv1));
+
+ tab_text (t, heading_columns, 2, 0, ds_cstr (&sv0));
+ tab_text (t, heading_columns + 1, 2, 0, ds_cstr (&sv1));
+
+ ds_destroy (&sv0);
+ ds_destroy (&sv1);
+
+ tab_double (t, heading_columns, 3, 0, res->tn, wfmt);
+ tab_double (t, heading_columns + 1, 4, 0, res->tp, wfmt);
+
+ tab_double (t, heading_columns + 1, 3, 0, res->fp, wfmt);
+ tab_double (t, heading_columns, 4, 0, res->fn, wfmt);
+
+ tab_double (t, heading_columns + 2, 3, 0, 100 * res->tn / (res->tn + res->fp), 0);
+ tab_double (t, heading_columns + 2, 4, 0, 100 * res->tp / (res->tp + res->fn), 0);
+
+ tab_double (t, heading_columns + 2, 5, 0,
+ 100 * (res->tp + res->tn) / (res->tp + res->tn + res->fp + res->fn), 0);
+
+
+ tab_submit (t);
+}
projects / pspp / blobdiff