From: Jason H Stover Date: Sun, 18 Sep 2011 21:10:17 +0000 (-0400) Subject: Fixed type 3 sums of squares for models containing interactions X-Git-Tag: v0.7.9~141 X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=commitdiff_plain;h=d8fff4b13efef42dcb8ef94bf99ee275d889c860;p=pspp-builds.git Fixed type 3 sums of squares for models containing interactions --- diff --git a/src/language/stats/glm.c b/src/language/stats/glm.c index 6401defd..ad344576 100644 --- a/src/language/stats/glm.c +++ b/src/language/stats/glm.c @@ -364,59 +364,137 @@ not_dropped (size_t j, const size_t *dropped, size_t n_dropped) return true; } +/* + Do the variables in X->VARS constitute a proper + subset of the variables in Y->VARS? + */ +static bool +is_subset (struct interaction *x, struct interaction *y) +{ + size_t i; + size_t j; + size_t n = 0; + + if (x->n_vars < y->n_vars) + { + for (i = 0; i < x->n_vars; i++) + { + for (j = 0; j < y->n_vars; j++) + { + if (x->vars [i] == y->vars [j]) + { + n++; + } + } + } + } + if (n >= x->n_vars) + return true; + return false; +} + +static bool +drop_from_submodel (struct interaction *x, struct interaction *y) +{ + size_t i; + size_t j; + size_t n = 0; + + if (is_subset (x, y)) + return true; + + for (i = 0; i < x->n_vars; i++) + for (j = 0; j < y->n_vars; j++) + { + if (x->vars [i] == y->vars [j]) + n++; + } + if (n == x->n_vars) + { + return true; + } + + return false; +} + +static void +fill_submatrix (gsl_matrix * cov, gsl_matrix * submatrix, size_t * dropped, + size_t n_dropped) +{ + size_t i; + size_t j; + size_t n = 0; + size_t m = 0; + + for (i = 0; i < cov->size1; i++) + { + if (not_dropped (i, dropped, n_dropped)) + { + m = 0; + for (j = 0; j < cov->size2; j++) + { + if (not_dropped (j, dropped, n_dropped)) + { + gsl_matrix_set (submatrix, n, m, + gsl_matrix_get (cov, i, j)); + m++; + } + } + n++; + } + } +} + static void get_ssq (struct covariance *cov, gsl_vector *ssq, const struct glm_spec *cmd) { gsl_matrix *cm = covariance_calculate_unnormalized (cov); size_t i; - size_t j; size_t k; - size_t *dropped = xcalloc (covariance_dim (cov), sizeof (*dropped)); + size_t *model_dropped = xcalloc (covariance_dim (cov), sizeof (*model_dropped)); + size_t *submodel_dropped = xcalloc (covariance_dim (cov), sizeof (*submodel_dropped)); const struct categoricals *cats = covariance_get_categoricals (cov); for (k = 0; k < cmd->n_interactions; k++) { - size_t n = 0; - size_t m = 0; - gsl_matrix *small_cov = NULL; - size_t n_dropped = 0; + gsl_matrix *model_cov = NULL; + gsl_matrix *submodel_cov = NULL; + size_t n_dropped_model = 0; + size_t n_dropped_submodel = 0; for (i = cmd->n_dep_vars; i < covariance_dim (cov); i++) { - if (categoricals_get_interaction_by_subscript (cats, i - cmd->n_dep_vars) - == cmd->interactions[k]) + const struct interaction * x = + categoricals_get_interaction_by_subscript (cats, i - cmd->n_dep_vars); + if (is_subset (cmd->interactions [k], x)) { - assert (n_dropped < covariance_dim (cov)); - dropped[n_dropped++] = i; + assert (n_dropped_model < covariance_dim (cov)); + model_dropped[n_dropped_model++] = i; } - } - small_cov = - gsl_matrix_alloc (cm->size1 - n_dropped, cm->size2 - n_dropped); - gsl_matrix_set (small_cov, 0, 0, gsl_matrix_get (cm, 0, 0)); - for (i = 0; i < cm->size1; i++) - { - if (not_dropped (i, dropped, n_dropped)) + if (drop_from_submodel (cmd->interactions [k], x)) { - m = 0; - for (j = 0; j < cm->size2; j++) - { - if (not_dropped (j, dropped, n_dropped)) - { - gsl_matrix_set (small_cov, n, m, - gsl_matrix_get (cm, i, j)); - m++; - } - } - n++; + assert (n_dropped_submodel < covariance_dim (cov)); + submodel_dropped[n_dropped_submodel++] = i; } } - reg_sweep (small_cov, 0); + model_cov = + gsl_matrix_alloc (cm->size1 - n_dropped_model, cm->size2 - n_dropped_model); + gsl_matrix_set (model_cov, 0, 0, gsl_matrix_get (cm, 0, 0)); + submodel_cov = + gsl_matrix_calloc (cm->size1 - n_dropped_submodel, cm->size2 - n_dropped_submodel); + fill_submatrix (cm, model_cov, model_dropped, n_dropped_model); + fill_submatrix (cm, submodel_cov, submodel_dropped, n_dropped_submodel); + + reg_sweep (model_cov, 0); + reg_sweep (submodel_cov, 0); gsl_vector_set (ssq, k + 1, - gsl_matrix_get (small_cov, 0, 0) - - gsl_vector_get (ssq, 0)); - gsl_matrix_free (small_cov); + gsl_matrix_get (submodel_cov, 0, 0) + - gsl_matrix_get (model_cov, 0, 0)); + gsl_matrix_free (model_cov); + gsl_matrix_free (submodel_cov); } - free (dropped); + free (model_dropped); + free (submodel_dropped); gsl_matrix_free (cm); } @@ -723,7 +801,9 @@ parse_design_interaction (struct lexer *lexer, struct glm_spec *glm, struct inte if ( lex_match (lexer, T_ASTERISK) || lex_match (lexer, T_BY)) { +#if 0 lex_error (lexer, "Interactions are not yet implemented"); return false; +#endif return parse_design_interaction (lexer, glm, iact); }