X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=src%2Flanguage%2Fstats%2Fregression.c;h=72649ba4ac633667d678f188927cbf0cb339dc6e;hb=f790dbda9d498eef9c9c0a49078adbeecf768d56;hp=d7608927da97e2d5e400e83e22257fcbc6d80b8b;hpb=ccc28b2989e313e79407ed174ec0ebb2302f0b32;p=pspp diff --git a/src/language/stats/regression.c b/src/language/stats/regression.c index d7608927da..72649ba4ac 100644 --- a/src/language/stats/regression.c +++ b/src/language/stats/regression.c @@ -1,5 +1,6 @@ /* PSPP - a program for statistical analysis. - Copyright (C) 2005, 2009, 2010, 2011, 2012, 2013, 2014, 2016 Free Software Foundation, Inc. + Copyright (C) 2005, 2009, 2010, 2011, 2012, 2013, 2014, + 2016, 2017 Free Software Foundation, Inc. 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 @@ -19,6 +20,7 @@ #include #include +#include #include #include @@ -51,8 +53,6 @@ #include -#define REG_LARGE_DATA 1000 - #define STATS_R 1 #define STATS_COEFF 2 #define STATS_ANOVA 4 @@ -79,6 +79,8 @@ struct regression bool resid; bool pred; + + bool origin; }; struct regression_workspace @@ -135,7 +137,7 @@ create_aux_var (struct dataset *ds, const char *prefix) return var; } -/* Auxilliary data for transformation when /SAVE is entered */ +/* Auxiliary data for transformation when /SAVE is entered */ struct save_trans_data { int n_dep_vars; @@ -204,6 +206,7 @@ cmd_regression (struct lexer *lexer, struct dataset *ds) regression.resid = false; regression.ds = ds; + regression.origin = false; bool variables_seen = false; bool method_seen = false; @@ -246,6 +249,14 @@ cmd_regression (struct lexer *lexer, struct dataset *ds) PV_NO_DUPLICATE | PV_NUMERIC)) goto error; } + else if (lex_match_id (lexer, "ORIGIN")) + { + regression.origin = true; + } + else if (lex_match_id (lexer, "NOORIGIN")) + { + regression.origin = false; + } else if (lex_match_id (lexer, "METHOD")) { method_seen = true; @@ -540,7 +551,6 @@ identify_indep_vars (const struct regression *cmd, return n_indep_vars; } - static double fill_covariance (gsl_matrix * cov, struct covariance *all_cov, const struct variable **vars, @@ -616,14 +626,14 @@ fill_covariance (gsl_matrix * cov, struct covariance *all_cov, /* STATISTICS subcommand output functions. */ -static void reg_stats_r (const linreg *, const struct variable *); -static void reg_stats_coeff (const linreg *, const gsl_matrix *, const struct variable *, const struct regression *); -static void reg_stats_anova (const linreg *, const struct variable *); -static void reg_stats_bcov (const linreg *, const struct variable *); +static void reg_stats_r (const struct linreg *, const struct variable *); +static void reg_stats_coeff (const struct linreg *, const gsl_matrix *, const struct variable *, const struct regression *); +static void reg_stats_anova (const struct linreg *, const struct variable *); +static void reg_stats_bcov (const struct linreg *, const struct variable *); static void -subcommand_statistics (const struct regression *cmd, const linreg * c, const gsl_matrix * cm, +subcommand_statistics (const struct regression *cmd, const struct linreg * c, const gsl_matrix * cm, const struct variable *var) { if (cmd->stats & STATS_R) @@ -646,7 +656,7 @@ run_regression (const struct regression *cmd, struct casereader *input) { size_t i; - linreg **models; + struct linreg **models; int k; struct ccase *c; @@ -660,7 +670,7 @@ run_regression (const struct regression *cmd, fill_all_vars (all_vars, cmd); cov = covariance_1pass_create (n_all_vars, all_vars, dict_get_weight (dataset_dict (cmd->ds)), - MV_ANY); + MV_ANY, cmd->origin == false); reader = casereader_clone (input); reader = casereader_create_filter_missing (reader, all_vars, n_all_vars, @@ -686,21 +696,12 @@ run_regression (const struct regression *cmd, gsl_matrix *this_cm = gsl_matrix_alloc (n_indep + 1, n_indep + 1); double n_data = fill_covariance (this_cm, cov, vars, n_indep, dep_var, all_vars, n_all_vars, means); - models[k] = linreg_alloc (dep_var, vars, n_data, n_indep); - models[k]->depvar = dep_var; + models[k] = linreg_alloc (dep_var, vars, n_data, n_indep, cmd->origin); for (i = 0; i < n_indep; i++) { linreg_set_indep_variable_mean (models[k], i, means[i]); } linreg_set_depvar_mean (models[k], means[i]); - /* - For large data sets, use QR decomposition. - */ - if (n_data > sqrt (n_indep) && n_data > REG_LARGE_DATA) - { - models[k]->method = LINREG_QR; - } - if (n_data > 0) { /* @@ -749,7 +750,7 @@ run_regression (const struct regression *cmd, if (cmd->resid) { - double obs = case_data (c, models[k]->depvar)->f; + double obs = case_data (c, linreg_dep_var (models[k]))->f; double res = linreg_residual (models[k], obs, vals, n_indep); case_data_rw_idx (outc, k * ws->extras + ws->res_idx)->f = res; } @@ -779,7 +780,7 @@ run_regression (const struct regression *cmd, static void -reg_stats_r (const linreg * c, const struct variable *var) +reg_stats_r (const struct linreg * c, const struct variable *var) { struct tab_table *t; int n_rows = 2; @@ -816,14 +817,13 @@ reg_stats_r (const linreg * c, const struct variable *var) Table showing estimated regression coefficients. */ static void -reg_stats_coeff (const linreg * c, const gsl_matrix *cov, const struct variable *var, const struct regression *cmd) +reg_stats_coeff (const struct linreg * c, const gsl_matrix *cov, const struct variable *var, const struct regression *cmd) { size_t j; int n_cols = 7; const int heading_rows = 2; int n_rows; - int this_row; - double t_stat; + int this_row = heading_rows; double pval; double std_err; double beta; @@ -858,8 +858,7 @@ reg_stats_coeff (const linreg * c, const gsl_matrix *cov, const struct variable tab_text (t, 4, 1, TAB_CENTER | TAT_TITLE, _("Beta")); tab_text (t, 5, 1, TAB_CENTER | TAT_TITLE, _("t")); tab_text (t, 6, 1, TAB_CENTER | TAT_TITLE, _("Sig.")); - tab_text (t, 1, heading_rows, TAB_LEFT | TAT_TITLE, _("(Constant)")); - tab_double (t, 2, heading_rows, 0, linreg_intercept (c), NULL, RC_OTHER); + std_err = sqrt (gsl_matrix_get (linreg_cov (c), 0, 0)); if (cmd->stats & STATS_CI) @@ -874,20 +873,27 @@ reg_stats_coeff (const linreg * c, const gsl_matrix *cov, const struct variable tab_text (t, 7, 1, TAB_CENTER | TAT_TITLE, _("Lower Bound")); tab_text (t, 8, 1, TAB_CENTER | TAT_TITLE, _("Upper Bound")); } - tab_double (t, 3, heading_rows, 0, std_err, NULL, RC_OTHER); - tab_double (t, 4, heading_rows, 0, 0.0, NULL, RC_OTHER); - t_stat = linreg_intercept (c) / std_err; - tab_double (t, 5, heading_rows, 0, t_stat, NULL, RC_OTHER); - pval = - 2 * gsl_cdf_tdist_Q (fabs (t_stat), - (double) (linreg_n_obs (c) - linreg_n_coeffs (c))); - tab_double (t, 6, heading_rows, 0, pval, NULL, RC_PVALUE); - - for (j = 0; j < linreg_n_coeffs (c); j++) + + if (!cmd->origin) + { + tab_text (t, 1, this_row, TAB_LEFT | TAT_TITLE, _("(Constant)")); + tab_double (t, 2, this_row, 0, linreg_intercept (c), NULL, RC_OTHER); + tab_double (t, 3, this_row, 0, std_err, NULL, RC_OTHER); + tab_double (t, 4, this_row, 0, 0.0, NULL, RC_OTHER); + double t_stat = linreg_intercept (c) / std_err; + tab_double (t, 5, this_row, 0, t_stat, NULL, RC_OTHER); + + double pval = + 2 * gsl_cdf_tdist_Q (fabs (t_stat), + (double) (linreg_n_obs (c) - linreg_n_coeffs (c))); + tab_double (t, 6, this_row, 0, pval, NULL, RC_PVALUE); + this_row++; + } + + for (j = 0; j < linreg_n_coeffs (c); j++, this_row++) { struct string tstr; ds_init_empty (&tstr); - this_row = j + heading_rows + 1; v = linreg_indep_var (c, j); label = var_to_string (v); @@ -915,7 +921,7 @@ reg_stats_coeff (const linreg * c, const gsl_matrix *cov, const struct variable /* Test statistic for H0: coefficient is 0. */ - t_stat = linreg_coeff (c, j) / std_err; + double t_stat = linreg_coeff (c, j) / std_err; tab_double (t, 5, this_row, 0, t_stat, NULL, RC_OTHER); /* P values for the test statistic above. @@ -941,14 +947,15 @@ reg_stats_coeff (const linreg * c, const gsl_matrix *cov, const struct variable Display the ANOVA table. */ static void -reg_stats_anova (const linreg * c, const struct variable *var) +reg_stats_anova (const struct linreg * c, const struct variable *var) { int n_cols = 7; int n_rows = 4; const double msm = linreg_ssreg (c) / linreg_dfmodel (c); const double mse = linreg_mse (c); const double F = msm / mse; - const double pval = gsl_cdf_fdist_Q (F, c->dfm, c->dfe); + const double pval = gsl_cdf_fdist_Q (F, linreg_dfmodel (c), + linreg_dferror (c)); struct tab_table *t; @@ -979,9 +986,9 @@ reg_stats_anova (const linreg * c, const struct variable *var) /* Degrees of freedom */ - tab_text_format (t, 3, 1, TAB_RIGHT, "%.*g", DBL_DIG + 1, c->dfm); - tab_text_format (t, 3, 2, TAB_RIGHT, "%.*g", DBL_DIG + 1, c->dfe); - tab_text_format (t, 3, 3, TAB_RIGHT, "%.*g", DBL_DIG + 1, c->dft); + tab_text_format (t, 3, 1, TAB_RIGHT, "%.*g", DBL_DIG + 1, linreg_dfmodel (c)); + tab_text_format (t, 3, 2, TAB_RIGHT, "%.*g", DBL_DIG + 1, linreg_dferror (c)); + tab_text_format (t, 3, 3, TAB_RIGHT, "%.*g", DBL_DIG + 1, linreg_dftotal (c)); /* Mean Squares */ tab_double (t, 4, 1, TAB_RIGHT, msm, NULL, RC_OTHER); @@ -997,7 +1004,7 @@ reg_stats_anova (const linreg * c, const struct variable *var) static void -reg_stats_bcov (const linreg * c, const struct variable *var) +reg_stats_bcov (const struct linreg * c, const struct variable *var) { int n_cols; int n_rows; @@ -1009,8 +1016,8 @@ reg_stats_bcov (const linreg * c, const struct variable *var) struct tab_table *t; assert (c != NULL); - n_cols = c->n_indeps + 1 + 2; - n_rows = 2 * (c->n_indeps + 1); + n_cols = linreg_n_indeps (c) + 1 + 2; + n_rows = 2 * (linreg_n_indeps (c) + 1); t = tab_create (n_cols, n_rows); tab_headers (t, 2, 0, 1, 0); tab_box (t, TAL_2, TAL_2, -1, TAL_1, 0, 0, n_cols - 1, n_rows - 1); @@ -1030,7 +1037,7 @@ reg_stats_bcov (const linreg * c, const struct variable *var) col = (i <= k) ? k : i; row = (i <= k) ? i : k; tab_double (t, k + 2, i, TAB_CENTER, - gsl_matrix_get (c->cov, row, col), NULL, RC_OTHER); + gsl_matrix_get (linreg_cov (c), row, col), NULL, RC_OTHER); } } tab_title (t, _("Coefficient Correlations (%s)"), var_to_string (var));