From 07fac5fffc0550150552a7de7cacba1bf68fe09b Mon Sep 17 00:00:00 2001 From: Jason Stover Date: Wed, 4 Jan 2006 16:33:04 +0000 Subject: [PATCH] Multiple dependent variables may be specified; less strict DEPENDENT and METHOD subcommand syntax --- src/regression.q | 312 +++++++++++++++++++++++++++-------------------- 1 file changed, 180 insertions(+), 132 deletions(-) diff --git a/src/regression.q b/src/regression.q index 27c6ba3f..eb8ff34f 100644 --- a/src/regression.q +++ b/src/regression.q @@ -68,7 +68,7 @@ all; export=custom; ^dependent=varlist; - ^method=enter. + method=enter. */ /* (declarations) */ /* (functions) */ @@ -473,8 +473,8 @@ subcommand_statistics (int *keywords, pspp_linreg_cache * c) statistics_keyword_output (reg_stats_tol, keywords[tol], c); statistics_keyword_output (reg_stats_selection, keywords[selection], c); } -static -int reg_inserted (struct variable *v, struct variable **varlist, int n_vars) +static int +reg_inserted (struct variable *v, struct variable **varlist, int n_vars) { int i; @@ -488,7 +488,7 @@ int reg_inserted (struct variable *v, struct variable **varlist, int n_vars) return 0; } static void -reg_print_categorical_encoding (FILE *fp, pspp_linreg_cache *c) +reg_print_categorical_encoding (FILE * fp, pspp_linreg_cache * c) { int i; size_t j; @@ -496,25 +496,27 @@ reg_print_categorical_encoding (FILE *fp, pspp_linreg_cache *c) struct variable **varlist; struct pspp_linreg_coeff coeff; union value *val; - + fprintf (fp, "%s", reg_export_categorical_encode_1); varlist = xnmalloc (c->n_indeps, sizeof (*varlist)); - for (i = 1; i < c->n_indeps; i++) /* c->coeff[0] is the intercept. */ + for (i = 1; i < c->n_indeps; i++) /* c->coeff[0] is the intercept. */ { coeff = c->coeff[i]; if (coeff.v->type == ALPHA) { if (!reg_inserted (coeff.v, varlist, n_vars)) - { - fprintf (fp, "struct pspp_reg_categorical_variable %s;\n\t", coeff.v->name); - varlist[n_vars] = coeff.v; - n_vars++; - } + { + fprintf (fp, "struct pspp_reg_categorical_variable %s;\n\t", + coeff.v->name); + varlist[n_vars] = coeff.v; + n_vars++; + } } } fprintf (fp, "int n_vars = %d;\n\t", n_vars); - fprintf (fp, "struct pspp_reg_categorical_variable *varlist[%d] = {", n_vars); + fprintf (fp, "struct pspp_reg_categorical_variable *varlist[%d] = {", + n_vars); for (i = 0; i < n_vars - 1; i++) { fprintf (fp, "&%s,\n\t\t", varlist[i]->name); @@ -524,20 +526,23 @@ reg_print_categorical_encoding (FILE *fp, pspp_linreg_cache *c) for (i = 0; i < n_vars; i++) { coeff = c->coeff[i]; - fprintf (fp, "%s.name = \"%s\";\n\t", varlist[i]->name, varlist[i]->name); - fprintf (fp, "%s.n_vals = %d;\n\t", varlist[i]->name, varlist[i]->obs_vals->n_categories); + fprintf (fp, "%s.name = \"%s\";\n\t", varlist[i]->name, + varlist[i]->name); + fprintf (fp, "%s.n_vals = %d;\n\t", varlist[i]->name, + varlist[i]->obs_vals->n_categories); for (j = 0; j < varlist[i]->obs_vals->n_categories; j++) { - val = cat_subscript_to_value ( (const size_t) j, varlist[i]); - fprintf (fp, "%s.values[%d] = \"%s\";\n\t", varlist[i]->name, j, value_to_string (val, varlist[i])); + val = cat_subscript_to_value ((const size_t) j, varlist[i]); + fprintf (fp, "%s.values[%d] = \"%s\";\n\t", varlist[i]->name, j, + value_to_string (val, varlist[i])); } } fprintf (fp, "%s", reg_export_categorical_encode_2); } static void -reg_print_depvars (FILE *fp, pspp_linreg_cache *c) +reg_print_depvars (FILE * fp, pspp_linreg_cache * c) { int i; struct pspp_linreg_coeff coeff; @@ -552,17 +557,18 @@ reg_print_depvars (FILE *fp, pspp_linreg_cache *c) fprintf (fp, "\"%s\"};\n\t", coeff.v->name); } static void -reg_print_getvar (FILE *fp, pspp_linreg_cache *c) +reg_print_getvar (FILE * fp, pspp_linreg_cache * c) { fprintf (fp, "static int\npspp_reg_getvar (char *v_name)\n{\n\t"); - fprintf (fp, "int i;\n\tint n_vars = %d;\n\t",c->n_indeps); + fprintf (fp, "int i;\n\tint n_vars = %d;\n\t", c->n_indeps); reg_print_depvars (fp, c); fprintf (fp, "for (i = 0; i < n_vars; i++)\n\t{\n\t\t"); - fprintf (fp, "if (strncmp (v_name, model_depvars[i], PSPP_REG_MAXLEN) == 0)\n\t\t{\n\t\t\t"); + fprintf (fp, + "if (strncmp (v_name, model_depvars[i], PSPP_REG_MAXLEN) == 0)\n\t\t{\n\t\t\t"); fprintf (fp, "return i;\n\t\t}\n\t}\n}\n"); } static void -subcommand_export (int export, pspp_linreg_cache *c) +subcommand_export (int export, pspp_linreg_cache * c) { FILE *fp; size_t i; @@ -586,9 +592,11 @@ subcommand_export (int export, pspp_linreg_cache *c) for (i = 0; i < n_quantiles - 1; i++) { tmp = 0.5 + 0.005 * (double) i; - fprintf (fp, "%.15e,\n\t\t", gsl_cdf_tdist_Pinv (tmp, c->n_obs - c->n_indeps)); + fprintf (fp, "%.15e,\n\t\t", + gsl_cdf_tdist_Pinv (tmp, c->n_obs - c->n_indeps)); } - fprintf (fp, "%.15e};\n\t", gsl_cdf_tdist_Pinv (.9995, c->n_obs - c->n_indeps)); + fprintf (fp, "%.15e};\n\t", + gsl_cdf_tdist_Pinv (.9995, c->n_obs - c->n_indeps)); fprintf (fp, "%s", reg_export_t_quantiles_2); fprintf (fp, "%s", reg_mean_cmt); fprintf (fp, "double\npspp_reg_estimate (const double *var_vals,"); @@ -606,7 +614,8 @@ subcommand_export (int export, pspp_linreg_cache *c) fprintf (fp, "int i;\n\tint j;\n\n\t"); fprintf (fp, "for (i = 0; i < %d; i++)\n\t", c->n_indeps); fprintf (fp, "%s", reg_getvar); - fprintf (fp, "const double cov[%d][%d] = {\n\t", c->n_coeffs, c->n_coeffs); + fprintf (fp, "const double cov[%d][%d] = {\n\t", c->n_coeffs, + c->n_coeffs); for (i = 0; i < c->cov->size1 - 1; i++) { fprintf (fp, "{"); @@ -619,11 +628,14 @@ subcommand_export (int export, pspp_linreg_cache *c) fprintf (fp, "{"); for (j = 0; j < c->cov->size2 - 1; j++) { - fprintf (fp, "%.15e, ", gsl_matrix_get (c->cov, c->cov->size1 - 1, j)); + fprintf (fp, "%.15e, ", + gsl_matrix_get (c->cov, c->cov->size1 - 1, j)); } - fprintf (fp, "%.15e}\n\t", gsl_matrix_get (c->cov, c->cov->size1 - 1, c->cov->size2 - 1)); - fprintf (fp, "};\n\tint n_vars = %d;\n\tint i;\n\tint j;\n\t", c->n_indeps); - fprintf (fp, "double unshuffled_vals[%d];\n\t",c->n_indeps); + fprintf (fp, "%.15e}\n\t", + gsl_matrix_get (c->cov, c->cov->size1 - 1, c->cov->size2 - 1)); + fprintf (fp, "};\n\tint n_vars = %d;\n\tint i;\n\tint j;\n\t", + c->n_indeps); + fprintf (fp, "double unshuffled_vals[%d];\n\t", c->n_indeps); fprintf (fp, "%s", reg_variance); fprintf (fp, "%s", reg_export_confidence_interval); tmp = c->mse * c->mse; @@ -642,16 +654,16 @@ regression_custom_export (struct cmd_regression *cmd) /* 0 on failure, 1 on success, 2 on failure that should result in syntax error */ if (!lex_force_match ('(')) return 0; - + if (lex_match ('*')) model_file = NULL; - else + else { model_file = fh_parse (); if (model_file == NULL) - return 0; + return 0; } - + if (!lex_force_match (')')) return 0; @@ -689,6 +701,39 @@ is_depvar (size_t k) return 0; } +/* + Mark missing cases. Return the number of non-missing cases. + */ +static size_t +mark_missing_cases (const struct casefile *cf, struct variable *v, + double *is_missing_case, double n_data) +{ + struct casereader *r; + struct ccase c; + size_t row; + union value *val; + + for (r = casefile_get_reader (cf); + casereader_read (r, &c); case_destroy (&c)) + { + row = casereader_cnum (r) - 1; + + val = case_data (&c, v->fv); + cat_value_update (v, val); + if (mv_is_value_missing (&v->miss, val)) + { + if (!is_missing_case[row]) + { + /* Now it is missing. */ + n_data--; + is_missing_case[row] = 1; + } + } + } + casereader_destroy (r); + + return n_data; +} static void run_regression (const struct casefile *cf, void *cmd_ UNUSED) { @@ -698,15 +743,16 @@ run_regression (const struct casefile *cf, void *cmd_ UNUSED) size_t case_num; int n_indep; int j = 0; + int k; /* Keep track of the missing cases. */ int *is_missing_case; const union value *val; struct casereader *r; - struct casereader *r2; struct ccase c; struct variable *v; + struct variable *depvar; struct variable **indep_vars; struct design_matrix *X; gsl_vector *Y; @@ -715,6 +761,16 @@ run_regression (const struct casefile *cf, void *cmd_ UNUSED) n_data = casefile_get_case_cnt (cf); + for (i = 0; i < cmd.n_dependent; i++) + { + if (cmd.v_dependent[i]->type != NUMERIC) + { + msg (SE, gettext ("Dependent variable must be numeric.")); + pspp_reg_rc = CMD_FAILURE; + return; + } + } + is_missing_case = xnmalloc (n_data, sizeof (*is_missing_case)); for (i = 0; i < n_data; i++) is_missing_case[i] = 0; @@ -725,7 +781,6 @@ run_regression (const struct casefile *cf, void *cmd_ UNUSED) lopts.get_depvar_mean_std = 1; lopts.get_indep_mean_std = xnmalloc (n_indep, sizeof (int)); - /* Read from the active file. The first pass encodes categorical variables and drops cases with missing values. @@ -741,123 +796,116 @@ run_regression (const struct casefile *cf, void *cmd_ UNUSED) if (v->type == ALPHA) { /* Make a place to hold the binary vectors - corresponding to this variable's values. */ + corresponding to this variable's values. */ cat_stored_values_create (v); } - for (r = casefile_get_reader (cf); - casereader_read (r, &c); case_destroy (&c)) - { - row = casereader_cnum (r) - 1; - - val = case_data (&c, v->fv); - cat_value_update (v, val); - if (mv_is_value_missing (&v->miss, val)) - { - if (!is_missing_case[row]) - { - /* Now it is missing. */ - n_data--; - is_missing_case[row] = 1; - } - } - } + n_data = mark_missing_cases (cf, v, is_missing_case, n_data); } } - Y = gsl_vector_alloc (n_data); - X = - design_matrix_create (n_indep, (const struct variable **) indep_vars, - n_data); - lcache = pspp_linreg_cache_alloc (X->m->size1, X->m->size2); - lcache->indep_means = gsl_vector_alloc (X->m->size2); - lcache->indep_std = gsl_vector_alloc (X->m->size2); - /* - The second pass creates the design matrix. + Drop cases with missing values for any dependent variable. */ - row = 0; - for (r2 = casefile_get_reader (cf); casereader_read (r2, &c); - case_destroy (&c)) - /* Iterate over the cases. */ + j = 0; + for (i = 0; i < cmd.n_dependent; i++) + { + v = cmd.v_dependent[i]; + j++; + n_data = mark_missing_cases (cf, v, is_missing_case, n_data); + } + + for (k = 0; k < cmd.n_dependent; k++) { - case_num = casereader_cnum (r2) - 1; - if (!is_missing_case[case_num]) + depvar = cmd.v_dependent[k]; + Y = gsl_vector_alloc (n_data); + + X = + design_matrix_create (n_indep, (const struct variable **) indep_vars, + n_data); + lcache = pspp_linreg_cache_alloc (X->m->size1, X->m->size2); + lcache->indep_means = gsl_vector_alloc (X->m->size2); + lcache->indep_std = gsl_vector_alloc (X->m->size2); + lcache->depvar = (const struct variable *) depvar; + /* + For large data sets, use QR decomposition. + */ + if (n_data > sqrt (n_indep) && n_data > REG_LARGE_DATA) { - for (i = 0; i < cmd.n_variables; ++i) /* Iterate over the variables - for the current case. - */ + lcache->method = PSPP_LINREG_SVD; + } + + /* + The second pass creates the design matrix. + */ + row = 0; + for (r = casefile_get_reader (cf); casereader_read (r, &c); + case_destroy (&c)) + /* Iterate over the cases. */ + { + case_num = casereader_cnum (r) - 1; + if (!is_missing_case[case_num]) { - v = cmd.v_variables[i]; - val = case_data (&c, v->fv); - /* - Independent/dependent variable separation. The - 'variables' subcommand specifies a varlist which contains - both dependent and independent variables. The dependent - variables are specified with the 'dependent' - subcommand. We need to separate the two. - */ - if (is_depvar (i)) + for (i = 0; i < cmd.n_variables; ++i) /* Iterate over the variables + for the current case. + */ { - if (v->type != NUMERIC) + v = cmd.v_variables[i]; + val = case_data (&c, v->fv); + /* + Independent/dependent variable separation. The + 'variables' subcommand specifies a varlist which contains + both dependent and independent variables. The dependent + variables are specified with the 'dependent' + subcommand, and maybe also in the 'variables' subcommand. + We need to separate the two. + */ + if (!is_depvar (i)) { - msg (SE, - gettext ("Dependent variable must be numeric.")); - pspp_reg_rc = CMD_FAILURE; - return; + if (v->type == ALPHA) + { + design_matrix_set_categorical (X, row, v, val); + } + else if (v->type == NUMERIC) + { + design_matrix_set_numeric (X, row, v, val); + } + lopts.get_indep_mean_std[i] = 1; } - lcache->depvar = (const struct variable *) v; - gsl_vector_set (Y, row, val->f); - } - else - { - if (v->type == ALPHA) - { - design_matrix_set_categorical (X, row, v, val); - } - else if (v->type == NUMERIC) - { - design_matrix_set_numeric (X, row, v, val); - } - - lopts.get_indep_mean_std[i] = 1; } + val = case_data (&c, depvar->fv); + gsl_vector_set (Y, row, val->f); + row++; } - row++; } + /* + Now that we know the number of coefficients, allocate space + and store pointers to the variables that correspond to the + coefficients. + */ + lcache->coeff = xnmalloc (X->m->size2 + 1, sizeof (*lcache->coeff)); + for (i = 0; i < X->m->size2; i++) + { + j = i + 1; /* The first coeff is the intercept. */ + lcache->coeff[j].v = + (const struct variable *) design_matrix_col_to_var (X, i); + assert (lcache->coeff[j].v != NULL); + } + + /* + Find the least-squares estimates and other statistics. + */ + pspp_linreg ((const gsl_vector *) Y, X->m, &lopts, lcache); + subcommand_statistics (cmd.a_statistics, lcache); + subcommand_export (cmd.sbc_export, lcache); + gsl_vector_free (Y); + design_matrix_destroy (X); + pspp_linreg_cache_free (lcache); + free (lopts.get_indep_mean_std); + casereader_destroy (r); } - /* - Now that we know the number of coefficients, allocate space - and store pointers to the variables that correspond to the - coefficients. - */ - lcache->coeff = xnmalloc (X->m->size2 + 1, sizeof (*lcache->coeff)); - for (i = 0; i < X->m->size2; i++) - { - j = i + 1; /* The first coeff is the intercept. */ - lcache->coeff[j].v = - (const struct variable *) design_matrix_col_to_var (X, i); - assert (lcache->coeff[j].v != NULL); - } - /* - For large data sets, use QR decomposition. - */ - if (n_data > sqrt (n_indep) && n_data > REG_LARGE_DATA) - { - lcache->method = PSPP_LINREG_SVD; - } - /* - Find the least-squares estimates and other statistics. - */ - pspp_linreg ((const gsl_vector *) Y, X->m, &lopts, lcache); - subcommand_statistics (cmd.a_statistics, lcache); - subcommand_export (cmd.sbc_export, lcache); - gsl_vector_free (Y); - design_matrix_destroy (X); - pspp_linreg_cache_free (lcache); - free (lopts.get_indep_mean_std); free (indep_vars); free (is_missing_case); - casereader_destroy (r); + return; } -- 2.30.2