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| <a href="marginal_8sql__in.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">/* ----------------------------------------------------------------------- */</span><span class="comment">/**</span></div> |
| <div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment"> * @file marginal.sql_in</span></div> |
| <div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment"> * @brief SQL functions for linear regression</span></div> |
| <div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment"> * @date January 2011</span></div> |
| <div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment"> * @sa Calculates marginal effects for various regression models.</span></div> |
| <div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment"> */</span><span class="comment">/* ----------------------------------------------------------------------- */</span></div> |
| <div class="line"><a name="l00011"></a><span class="lineno"> 11</span> </div> |
| <div class="line"><a name="l00012"></a><span class="lineno"> 12</span> m4_include(`SQLCommon.m4<span class="stringliteral">')</span></div> |
| <div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="comment">@addtogroup grp_marginal</span></div> |
| <div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="comment">@about</span></div> |
| <div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="comment">A marginal effect (ME) or partial effect measures the effect on the</span></div> |
| <div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="comment">conditional mean of \f$ y \f$ of a change in one of the regressors, say</span></div> |
| <div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="comment">\f$X_k\f$. In the linear regression model, the ME equals the</span></div> |
| <div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="comment">relevant slope coefficient, greatly simplifying analysis. For nonlinear models,</span></div> |
| <div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="comment">we require specialized algorithms for calculating ME.</span></div> |
| <div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00026"></a><span class="lineno"> 26</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="comment">The standard approach to modeling dichotomous/binary variables</span></div> |
| <div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="comment">(so \f$y \in \{0, 1\} \f$) is to estimate a generalized linear model under the</span></div> |
| <div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="comment">assumption that \f$ y \f$ follows some form of Bernoulli distribution. Thus the expected</span></div> |
| <div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <span class="comment">value of \f$ y \f$ becomes,</span></div> |
| <div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="comment">\f[</span></div> |
| <div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="comment"> y = G(X' \beta),</span></div> |
| <div class="line"><a name="l00033"></a><span class="lineno"> 33</span> <span class="comment">\f]</span></div> |
| <div class="line"><a name="l00034"></a><span class="lineno"> 34</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="comment">where G is the specified binomial distribution. For</span></div> |
| <div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="comment">logistic regression, the funciton \f$ G \f$ represents the inverse logit function.</span></div> |
| <div class="line"><a name="l00037"></a><span class="lineno"> 37</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00038"></a><span class="lineno"> 38</span> <span class="comment">In logistic regression:</span></div> |
| <div class="line"><a name="l00039"></a><span class="lineno"> 39</span> <span class="comment">\f[</span></div> |
| <div class="line"><a name="l00040"></a><span class="lineno"> 40</span> <span class="comment">P = \frac{1}{1 + e^{-(\beta_0 + \beta_1 x_1 + \dots \beta_j x_j)}}</span></div> |
| <div class="line"><a name="l00041"></a><span class="lineno"> 41</span> <span class="comment"> = \frac{1}{1 + e^{-z}}</span></div> |
| <div class="line"><a name="l00042"></a><span class="lineno"> 42</span> <span class="comment"> \implies \frac{\partial P}{\partial X_k} = \beta_k \cdot \frac{1}{1 + e^{-z}} \cdot</span></div> |
| <div class="line"><a name="l00043"></a><span class="lineno"> 43</span> <span class="comment"> \frac{e^{-z}}{1 + e^{-z}} \\</span></div> |
| <div class="line"><a name="l00044"></a><span class="lineno"> 44</span> <span class="comment"> = \beta_k \cdot P \cdot (1-P)</span></div> |
| <div class="line"><a name="l00045"></a><span class="lineno"> 45</span> <span class="comment">\f]</span></div> |
| <div class="line"><a name="l00046"></a><span class="lineno"> 46</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="comment">There are several methods for calculating the marginal effects for dichotomous</span></div> |
| <div class="line"><a name="l00048"></a><span class="lineno"> 48</span> <span class="comment">dependent variables. This package uses the average of the marginal effects at</span></div> |
| <div class="line"><a name="l00049"></a><span class="lineno"> 49</span> <span class="comment">every sample observation.</span></div> |
| <div class="line"><a name="l00050"></a><span class="lineno"> 50</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00051"></a><span class="lineno"> 51</span> <span class="comment">This is calculated as follows:</span></div> |
| <div class="line"><a name="l00052"></a><span class="lineno"> 52</span> <span class="comment">\f[</span></div> |
| <div class="line"><a name="l00053"></a><span class="lineno"> 53</span> <span class="comment"> \frac{\partial y}{\partial x_k} = \beta_k \frac{\sum_{i=1}^n P(y_i = 1)(1-P(y_i = 1))}{n}, \\</span></div> |
| <div class="line"><a name="l00054"></a><span class="lineno"> 54</span> <span class="comment"> \text{where}, P(y_i=1) = g(X^{(i)}\beta)</span></div> |
| <div class="line"><a name="l00055"></a><span class="lineno"> 55</span> <span class="comment">\f]</span></div> |
| <div class="line"><a name="l00056"></a><span class="lineno"> 56</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00057"></a><span class="lineno"> 57</span> <span class="comment">We use the delta method for calculating standard errors on the marginal effects.</span></div> |
| <div class="line"><a name="l00058"></a><span class="lineno"> 58</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00059"></a><span class="lineno"> 59</span> <span class="comment">@input</span></div> |
| <div class="line"><a name="l00060"></a><span class="lineno"> 60</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00061"></a><span class="lineno"> 61</span> <span class="comment">The input parameters are expected to be of the following form:</span></div> |
| <div class="line"><a name="l00062"></a><span class="lineno"> 62</span> <span class="comment"><pre> <em>margins_logregr</em> (</span></div> |
| <div class="line"><a name="l00063"></a><span class="lineno"> 63</span> <span class="comment"> <em>sourceTable</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00064"></a><span class="lineno"> 64</span> <span class="comment"> <em>outputTable</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00065"></a><span class="lineno"> 65</span> <span class="comment"> <em>dependentVariable</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00066"></a><span class="lineno"> 66</span> <span class="comment"> <em>independentVariable</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00067"></a><span class="lineno"> 67</span> <span class="comment"> [<em>groupingCol</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00068"></a><span class="lineno"> 68</span> <span class="comment"> <em>marginal_vars</em> INTEGER[],</span></div> |
| <div class="line"><a name="l00069"></a><span class="lineno"> 69</span> <span class="comment"> <em>max_iter</em> INTEGER,</span></div> |
| <div class="line"><a name="l00070"></a><span class="lineno"> 70</span> <span class="comment"> <em>optimizer</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00071"></a><span class="lineno"> 71</span> <span class="comment"> <em>tolerance</em> DOUBLE PRECISION</span></div> |
| <div class="line"><a name="l00072"></a><span class="lineno"> 72</span> <span class="comment"> ]</span></div> |
| <div class="line"><a name="l00073"></a><span class="lineno"> 73</span> <span class="comment">)</pre></span></div> |
| <div class="line"><a name="l00074"></a><span class="lineno"> 74</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00075"></a><span class="lineno"> 75</span> <span class="comment">For multinomial logistic regression the input parameters are expected to be of the following form:</span></div> |
| <div class="line"><a name="l00076"></a><span class="lineno"> 76</span> <span class="comment"><pre> <em>margins_mlogregr</em> (</span></div> |
| <div class="line"><a name="l00077"></a><span class="lineno"> 77</span> <span class="comment"> <em>sourceTable</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00078"></a><span class="lineno"> 78</span> <span class="comment"> <em>outputTable</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00079"></a><span class="lineno"> 79</span> <span class="comment"> <em>dependentVariable</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00080"></a><span class="lineno"> 80</span> <span class="comment"> <em>independentVariable</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00081"></a><span class="lineno"> 81</span> <span class="comment"> [<em>groupingCol</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00082"></a><span class="lineno"> 82</span> <span class="comment"> <em>referenceCategory</em> INTEGER,</span></div> |
| <div class="line"><a name="l00083"></a><span class="lineno"> 83</span> <span class="comment"> <em>marginal_vars</em> INTEGER[],</span></div> |
| <div class="line"><a name="l00084"></a><span class="lineno"> 84</span> <span class="comment"> <em>max_iter</em> INTEGER,</span></div> |
| <div class="line"><a name="l00085"></a><span class="lineno"> 85</span> <span class="comment"> <em>optimizer</em> VARCHAR,</span></div> |
| <div class="line"><a name="l00086"></a><span class="lineno"> 86</span> <span class="comment"> <em>tolerance</em> DOUBLE PRECISION</span></div> |
| <div class="line"><a name="l00087"></a><span class="lineno"> 87</span> <span class="comment"> ]</span></div> |
| <div class="line"><a name="l00088"></a><span class="lineno"> 88</span> <span class="comment">)</pre></span></div> |
| <div class="line"><a name="l00089"></a><span class="lineno"> 89</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00090"></a><span class="lineno"> 90</span> <span class="comment">\warning The \b 'groupingCol' input parameter for \e margins_logregr and \e margins_mlogregr </span></div> |
| <div class="line"><a name="l00091"></a><span class="lineno"> 91</span> <span class="comment">is a placeholder in the Madlib V1.0. These inputs will be implemented in a future release.</span></div> |
| <div class="line"><a name="l00092"></a><span class="lineno"> 92</span> <span class="comment">@usage</span></div> |
| <div class="line"><a name="l00093"></a><span class="lineno"> 93</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00094"></a><span class="lineno"> 94</span> <span class="comment"><b> The Interface</b></span></div> |
| <div class="line"><a name="l00095"></a><span class="lineno"> 95</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00096"></a><span class="lineno"> 96</span> <span class="comment">For logistic regression, one can call the following function</span></div> |
| <div class="line"><a name="l00097"></a><span class="lineno"> 97</span> <span class="comment"><pre></span></div> |
| <div class="line"><a name="l00098"></a><span class="lineno"> 98</span> <span class="comment">SELECT madlib.\ref margins_logregr(</span></div> |
| <div class="line"><a name="l00099"></a><span class="lineno"> 99</span> <span class="comment"> <em>'source_table'</em>, -- name of input table, VARCHAR</span></div> |
| <div class="line"><a name="l00100"></a><span class="lineno"> 100</span> <span class="comment"> <em>'out_table'</em>, -- name of output table, VARCHAR</span></div> |
| <div class="line"><a name="l00101"></a><span class="lineno"> 101</span> <span class="comment"> <em>'dependent_varname'</em>, -- dependent variable, VARCHAR</span></div> |
| <div class="line"><a name="l00102"></a><span class="lineno"> 102</span> <span class="comment"> <em>'independent_varname'</em>, -- independent variable, VARCHAR</span></div> |
| <div class="line"><a name="l00103"></a><span class="lineno"> 103</span> <span class="comment"> [ <em>'grouping_cols'</em>, -- comma separated list of grouping vars, VARCHAR (Default NULL)</span></div> |
| <div class="line"><a name="l00104"></a><span class="lineno"> 104</span> <span class="comment"> <em>'marginal_effect_variables'</em>, -- Index list (base 1) with positions representing which marginal variable to calculate, INTEGER[] (Default NULL)</span></div> |
| <div class="line"><a name="l00105"></a><span class="lineno"> 105</span> <span class="comment"> <em> max_iter</em>, -- Maximum number of iterations to run the logistic regression INTEGER (Default 20)</span></div> |
| <div class="line"><a name="l00106"></a><span class="lineno"> 106</span> <span class="comment"> <em>'optimizer'</em>, -- Optimizer used for logistic regression VARCHAR (Default & recommended 'irls')</span></div> |
| <div class="line"><a name="l00107"></a><span class="lineno"> 107</span> <span class="comment"> <em>tolerance</em>, -- Tolerance for the logistic regression DOUBLE PRECISION (default 1e-4)</span></div> |
| <div class="line"><a name="l00108"></a><span class="lineno"> 108</span> <span class="comment"> ]</span></div> |
| <div class="line"><a name="l00109"></a><span class="lineno"> 109</span> <span class="comment">);</span></div> |
| <div class="line"><a name="l00110"></a><span class="lineno"> 110</span> <span class="comment"></pre></span></div> |
| <div class="line"><a name="l00111"></a><span class="lineno"> 111</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00112"></a><span class="lineno"> 112</span> <span class="comment">For multinomial logistic regression, one can call the following function</span></div> |
| <div class="line"><a name="l00113"></a><span class="lineno"> 113</span> <span class="comment"><pre></span></div> |
| <div class="line"><a name="l00114"></a><span class="lineno"> 114</span> <span class="comment">SELECT madlib.\refmargins_mlogregr(</span></div> |
| <div class="line"><a name="l00115"></a><span class="lineno"> 115</span> <span class="comment"> <em>'source_table'</em>, -- name of input table, VARCHAR</span></div> |
| <div class="line"><a name="l00116"></a><span class="lineno"> 116</span> <span class="comment"> <em>'out_table'</em>, -- name of output table, VARCHAR</span></div> |
| <div class="line"><a name="l00117"></a><span class="lineno"> 117</span> <span class="comment"> <em>'dependent_varname'</em>, -- dependent variable, VARCHAR</span></div> |
| <div class="line"><a name="l00118"></a><span class="lineno"> 118</span> <span class="comment"> <em>'independent_varname'</em>, -- independent variable, VARCHAR</span></div> |
| <div class="line"><a name="l00119"></a><span class="lineno"> 119</span> <span class="comment"> [ <em>'reference_category'</em>, -- Reference category for multinomial logistic regression INTEGER</span></div> |
| <div class="line"><a name="l00120"></a><span class="lineno"> 120</span> <span class="comment"> <em>'grouping_cols'</em>, -- comma separated list of grouping vars, VARCHAR (Default NULL)</span></div> |
| <div class="line"><a name="l00121"></a><span class="lineno"> 121</span> <span class="comment"> <em>'marginal_effect_variables'</em>, -- Index list (base 1) with positions representing which marginal variable to calculate, INTEGER[] (Default NULL)</span></div> |
| <div class="line"><a name="l00122"></a><span class="lineno"> 122</span> <span class="comment"> <em> max_iter</em>, -- Maximum number of iterations to run the logistic regression INTEGER (Default 20)</span></div> |
| <div class="line"><a name="l00123"></a><span class="lineno"> 123</span> <span class="comment"> <em>'optimizer'</em>, -- Optimizer used for logistic regression VARCHAR (Default & recommended 'irls')</span></div> |
| <div class="line"><a name="l00124"></a><span class="lineno"> 124</span> <span class="comment"> <em>tolerance</em>, -- Tolerance for the logistic regression DOUBLE PRECISION (default 1e-4)</span></div> |
| <div class="line"><a name="l00125"></a><span class="lineno"> 125</span> <span class="comment"> ]</span></div> |
| <div class="line"><a name="l00126"></a><span class="lineno"> 126</span> <span class="comment">);</span></div> |
| <div class="line"><a name="l00127"></a><span class="lineno"> 127</span> <span class="comment"></pre></span></div> |
| <div class="line"><a name="l00128"></a><span class="lineno"> 128</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00129"></a><span class="lineno"> 129</span> <span class="comment">Output is stored in the <em>out_table</em>:</span></div> |
| <div class="line"><a name="l00130"></a><span class="lineno"> 130</span> <span class="comment"><pre></span></div> |
| <div class="line"><a name="l00131"></a><span class="lineno"> 131</span> <span class="comment">[ margins | std_err | t_stats | p_values |</span></div> |
| <div class="line"><a name="l00132"></a><span class="lineno"> 132</span> <span class="comment">+------+---------+-------+----------+</span></div> |
| <div class="line"><a name="l00133"></a><span class="lineno"> 133</span> <span class="comment"></pre></span></div> |
| <div class="line"><a name="l00134"></a><span class="lineno"> 134</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00135"></a><span class="lineno"> 135</span> <span class="comment"><b> Multinomial-Logistic Regression Notes</b></span></div> |
| <div class="line"><a name="l00136"></a><span class="lineno"> 136</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00137"></a><span class="lineno"> 137</span> <span class="comment">- The reference category ranges from [0, numCategories-1]. The default reference</span></div> |
| <div class="line"><a name="l00138"></a><span class="lineno"> 138</span> <span class="comment">category is zero.</span></div> |
| <div class="line"><a name="l00139"></a><span class="lineno"> 139</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00140"></a><span class="lineno"> 140</span> <span class="comment">- The marginal effects and supporting statistics are output in the following order.</span></div> |
| <div class="line"><a name="l00141"></a><span class="lineno"> 141</span> <span class="comment">For a problem with K dependent variables (1, ..., K) and J categories (0,..., J-1).</span></div> |
| <div class="line"><a name="l00142"></a><span class="lineno"> 142</span> <span class="comment">The output is \f$ \{ m_{k_1, j_0} \ldots m_{k_K, j_{0}}, </span></div> |
| <div class="line"><a name="l00143"></a><span class="lineno"> 143</span> <span class="comment">m_{k_1, j_1} \ldots m_{k_K, j_{1}}, m_{k_1, j_{J-1}} \ldots m_{k_K, j_{J-1}} \} \f$.</span></div> |
| <div class="line"><a name="l00144"></a><span class="lineno"> 144</span> <span class="comment">The order is NOT CONSISTENT with mlogregr, robust_variance_mlogregr and clustered_variance_mlogregr.</span></div> |
| <div class="line"><a name="l00145"></a><span class="lineno"> 145</span> <span class="comment">This is deliberate because the interfaces of all the other functions will be moved</span></div> |
| <div class="line"><a name="l00146"></a><span class="lineno"> 146</span> <span class="comment">to match that used in marginal. </span></div> |
| <div class="line"><a name="l00147"></a><span class="lineno"> 147</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00148"></a><span class="lineno"> 148</span> <span class="comment">- Selectively picking the marginal effects of the independent variables will return </span></div> |
| <div class="line"><a name="l00149"></a><span class="lineno"> 149</span> <span class="comment">the marginal effects of ALL categories associated with the independent variable.</span></div> |
| <div class="line"><a name="l00150"></a><span class="lineno"> 150</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00151"></a><span class="lineno"> 151</span> <span class="comment">- Here the <em>'independent_varname'</em> can be the name of a column, which contains</span></div> |
| <div class="line"><a name="l00152"></a><span class="lineno"> 152</span> <span class="comment">array of numeric values. It can also have a format of string 'array[1, x1, x2, x3]',</span></div> |
| <div class="line"><a name="l00153"></a><span class="lineno"> 153</span> <span class="comment">where <em>x1</em>, <em>x2</em> and <em>x3</em> are all column names.</span></div> |
| <div class="line"><a name="l00154"></a><span class="lineno"> 154</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00155"></a><span class="lineno"> 155</span> <span class="comment">- Here the <em>'vars'</em> is an index list (base 1) with the set of indices</span></div> |
| <div class="line"><a name="l00156"></a><span class="lineno"> 156</span> <span class="comment">amongst the independent variables that must be selected.</span></div> |
| <div class="line"><a name="l00157"></a><span class="lineno"> 157</span> <span class="comment">One can also chose <em>NULL<\em> to pick all indepependent variables.</span></div> |
| <div class="line"><a name="l00158"></a><span class="lineno"> 158</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00159"></a><span class="lineno"> 159</span> <span class="comment">@examp</span></div> |
| <div class="line"><a name="l00160"></a><span class="lineno"> 160</span> <span class="comment">-# Create the sample data set:</span></div> |
| <div class="line"><a name="l00161"></a><span class="lineno"> 161</span> <span class="comment">@verbatim</span></div> |
| <div class="line"><a name="l00162"></a><span class="lineno"> 162</span> <span class="comment">sql> SELECT * FROM data;</span></div> |
| <div class="line"><a name="l00163"></a><span class="lineno"> 163</span> <span class="comment"> id | second_attack | treatment | trait_anxiety</span></div> |
| <div class="line"><a name="l00164"></a><span class="lineno"> 164</span> <span class="comment">----+---------------+-----------+---------------</span></div> |
| <div class="line"><a name="l00165"></a><span class="lineno"> 165</span> <span class="comment"> 1 | 1 | 1 | 70</span></div> |
| <div class="line"><a name="l00166"></a><span class="lineno"> 166</span> <span class="comment"> 3 | 1 | 1 | 50</span></div> |
| <div class="line"><a name="l00167"></a><span class="lineno"> 167</span> <span class="comment"> 5 | 1 | 0 | 40</span></div> |
| <div class="line"><a name="l00168"></a><span class="lineno"> 168</span> <span class="comment"> 7 | 1 | 0 | 75</span></div> |
| <div class="line"><a name="l00169"></a><span class="lineno"> 169</span> <span class="comment"> 9 | 1 | 0 | 70</span></div> |
| <div class="line"><a name="l00170"></a><span class="lineno"> 170</span> <span class="comment"> 11 | 0 | 1 | 65</span></div> |
| <div class="line"><a name="l00171"></a><span class="lineno"> 171</span> <span class="comment"> 13 | 0 | 1 | 45</span></div> |
| <div class="line"><a name="l00172"></a><span class="lineno"> 172</span> <span class="comment"> 15 | 0 | 1 | 40</span></div> |
| <div class="line"><a name="l00173"></a><span class="lineno"> 173</span> <span class="comment"> 17 | 0 | 0 | 55</span></div> |
| <div class="line"><a name="l00174"></a><span class="lineno"> 174</span> <span class="comment">...</span></div> |
| <div class="line"><a name="l00175"></a><span class="lineno"> 175</span> <span class="comment">@endverbatim</span></div> |
| <div class="line"><a name="l00176"></a><span class="lineno"> 176</span> <span class="comment">-# For function summary information. Run</span></div> |
| <div class="line"><a name="l00177"></a><span class="lineno"> 177</span> <span class="comment">@verbatim</span></div> |
| <div class="line"><a name="l00178"></a><span class="lineno"> 178</span> <span class="comment">sql> select margins_logregr('help');</span></div> |
| <div class="line"><a name="l00179"></a><span class="lineno"> 179</span> <span class="comment">OR</span></div> |
| <div class="line"><a name="l00180"></a><span class="lineno"> 180</span> <span class="comment">sql> select margins_logregr();</span></div> |
| <div class="line"><a name="l00181"></a><span class="lineno"> 181</span> <span class="comment">OR</span></div> |
| <div class="line"><a name="l00182"></a><span class="lineno"> 182</span> <span class="comment">sql> select margins_logregr('');</span></div> |
| <div class="line"><a name="l00183"></a><span class="lineno"> 183</span> <span class="comment">@endverbatim</span></div> |
| <div class="line"><a name="l00184"></a><span class="lineno"> 184</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00185"></a><span class="lineno"> 185</span> <span class="comment">-# Run the logistic regression function and then compute the marginal effects of all variables in the regression:</span></div> |
| <div class="line"><a name="l00186"></a><span class="lineno"> 186</span> <span class="comment">@verbatim</span></div> |
| <div class="line"><a name="l00187"></a><span class="lineno"> 187</span> <span class="comment">sql> select margins_logregr('patients', 'result_table', 'second_attack', 'ARRAY[1, treatment, trait_anxiety]');</span></div> |
| <div class="line"><a name="l00188"></a><span class="lineno"> 188</span> <span class="comment">sql> select * from result_table;</span></div> |
| <div class="line"><a name="l00189"></a><span class="lineno"> 189</span> <span class="comment">margins | {-0.970665392796,-0.156214190168,0.0181587690137}</span></div> |
| <div class="line"><a name="l00190"></a><span class="lineno"> 190</span> <span class="comment">coef | {-6.36346994178179,-1.02410605239327,0.119044916668605}</span></div> |
| <div class="line"><a name="l00191"></a><span class="lineno"> 191</span> <span class="comment">std_err | {0.802871454422,0.292691682191,0.0137459874022}</span></div> |
| <div class="line"><a name="l00192"></a><span class="lineno"> 192</span> <span class="comment">t_stats | {-1.2089922832,-0.533715850748,1.32102325446}</span></div> |
| <div class="line"><a name="l00193"></a><span class="lineno"> 193</span> <span class="comment">p_values | {0.243212810329,0.600447858606,0.204000202116}</span></div> |
| <div class="line"><a name="l00194"></a><span class="lineno"> 194</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00195"></a><span class="lineno"> 195</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00196"></a><span class="lineno"> 196</span> <span class="comment">-# Alternate Syntax: Run the logistic regression function and then compute the marginal effects if all variables in the regression:</span></div> |
| <div class="line"><a name="l00197"></a><span class="lineno"> 197</span> <span class="comment">sql> select margins_logregr('patients', 'result_table', 'second_attack', 'ARRAY[1, treatment, trait_anxiety]', NULL, NULL);</span></div> |
| <div class="line"><a name="l00198"></a><span class="lineno"> 198</span> <span class="comment">sql> select * from result_table;</span></div> |
| <div class="line"><a name="l00199"></a><span class="lineno"> 199</span> <span class="comment">margins | {-0.970665392796,-0.156214190168,0.0181587690137}</span></div> |
| <div class="line"><a name="l00200"></a><span class="lineno"> 200</span> <span class="comment">coef | {-6.36346994178179,-1.02410605239327,0.119044916668605}</span></div> |
| <div class="line"><a name="l00201"></a><span class="lineno"> 201</span> <span class="comment">std_err | {0.802871454422,0.292691682191,0.0137459874022}</span></div> |
| <div class="line"><a name="l00202"></a><span class="lineno"> 202</span> <span class="comment">t_stats | {-1.2089922832,-0.533715850748,1.32102325446}</span></div> |
| <div class="line"><a name="l00203"></a><span class="lineno"> 203</span> <span class="comment">p_values | {0.243212810329,0.600447858606,0.204000202116}</span></div> |
| <div class="line"><a name="l00204"></a><span class="lineno"> 204</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00205"></a><span class="lineno"> 205</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00206"></a><span class="lineno"> 206</span> <span class="comment">-# Run the logistic regression function and then compute the marginal effects of the first variable in the regression</span></div> |
| <div class="line"><a name="l00207"></a><span class="lineno"> 207</span> <span class="comment">sql> select margins_logregr('patients', 'result_table', 'second_attack', 'ARRAY[1, treatment, trait_anxiety]', NULL, ARRAY[1]);</span></div> |
| <div class="line"><a name="l00208"></a><span class="lineno"> 208</span> <span class="comment">sql> select * from result_table;</span></div> |
| <div class="line"><a name="l00209"></a><span class="lineno"> 209</span> <span class="comment">margins | {-0.970665392796}</span></div> |
| <div class="line"><a name="l00210"></a><span class="lineno"> 210</span> <span class="comment">coef | {-6.36346994178179}</span></div> |
| <div class="line"><a name="l00211"></a><span class="lineno"> 211</span> <span class="comment">std_err | {0.802871454422}</span></div> |
| <div class="line"><a name="l00212"></a><span class="lineno"> 212</span> <span class="comment">t_stats | {-1.2089922832}</span></div> |
| <div class="line"><a name="l00213"></a><span class="lineno"> 213</span> <span class="comment">p_values | {0.243212810329}</span></div> |
| <div class="line"><a name="l00214"></a><span class="lineno"> 214</span> <span class="comment">@endverbatim</span></div> |
| <div class="line"><a name="l00215"></a><span class="lineno"> 215</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00216"></a><span class="lineno"> 216</span> <span class="comment">@examp</span></div> |
| <div class="line"><a name="l00217"></a><span class="lineno"> 217</span> <span class="comment">-# Create the sample data set (the full dataset has 3 categories):</span></div> |
| <div class="line"><a name="l00218"></a><span class="lineno"> 218</span> <span class="comment">@verbatim</span></div> |
| <div class="line"><a name="l00219"></a><span class="lineno"> 219</span> <span class="comment">sql> SELECT * FROM data;</span></div> |
| <div class="line"><a name="l00220"></a><span class="lineno"> 220</span> <span class="comment"> id | feature_1 | feature_2 | category </span></div> |
| <div class="line"><a name="l00221"></a><span class="lineno"> 221</span> <span class="comment">----+---------------+-----------+---------------</span></div> |
| <div class="line"><a name="l00222"></a><span class="lineno"> 222</span> <span class="comment"> 1 | 1 | 35 | 1</span></div> |
| <div class="line"><a name="l00223"></a><span class="lineno"> 223</span> <span class="comment"> 3 | 2 | 33 | 0</span></div> |
| <div class="line"><a name="l00224"></a><span class="lineno"> 224</span> <span class="comment"> 5 | 3 | 39 | 1</span></div> |
| <div class="line"><a name="l00225"></a><span class="lineno"> 225</span> <span class="comment"> 7 | 1 | 37 | 1</span></div> |
| <div class="line"><a name="l00226"></a><span class="lineno"> 226</span> <span class="comment"> 9 | 2 | 31 | 1</span></div> |
| <div class="line"><a name="l00227"></a><span class="lineno"> 227</span> <span class="comment"> 11 | 3 | 36 | 1</span></div> |
| <div class="line"><a name="l00228"></a><span class="lineno"> 228</span> <span class="comment"> 13 | 2 | 36 | 1</span></div> |
| <div class="line"><a name="l00229"></a><span class="lineno"> 229</span> <span class="comment"> 15 | 2 | 36 | 0</span></div> |
| <div class="line"><a name="l00230"></a><span class="lineno"> 230</span> <span class="comment"> 17 | 2 | 31 | 5</span></div> |
| <div class="line"><a name="l00231"></a><span class="lineno"> 231</span> <span class="comment">...</span></div> |
| <div class="line"><a name="l00232"></a><span class="lineno"> 232</span> <span class="comment">@endverbatim</span></div> |
| <div class="line"><a name="l00233"></a><span class="lineno"> 233</span> <span class="comment">-# For function summary information. Run</span></div> |
| <div class="line"><a name="l00234"></a><span class="lineno"> 234</span> <span class="comment">@verbatim</span></div> |
| <div class="line"><a name="l00235"></a><span class="lineno"> 235</span> <span class="comment">sql> select margins_mlogregr('help');</span></div> |
| <div class="line"><a name="l00236"></a><span class="lineno"> 236</span> <span class="comment">OR</span></div> |
| <div class="line"><a name="l00237"></a><span class="lineno"> 237</span> <span class="comment">sql> select margins_mlogregr();</span></div> |
| <div class="line"><a name="l00238"></a><span class="lineno"> 238</span> <span class="comment">OR</span></div> |
| <div class="line"><a name="l00239"></a><span class="lineno"> 239</span> <span class="comment">sql> select margins_mlogregr('');</span></div> |
| <div class="line"><a name="l00240"></a><span class="lineno"> 240</span> <span class="comment">@endverbatim</span></div> |
| <div class="line"><a name="l00241"></a><span class="lineno"> 241</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00242"></a><span class="lineno"> 242</span> <span class="comment">-# Run the regression function and then compute the marginal effects of all variables in the regression (see docs for detailed order)</span></div> |
| <div class="line"><a name="l00243"></a><span class="lineno"> 243</span> <span class="comment">@verbatim</span></div> |
| <div class="line"><a name="l00244"></a><span class="lineno"> 244</span> <span class="comment">sql> select margins_mlogregr('test_data', 'result_table', 'category', 'ARRAY[1, feature_1, feature_2]');</span></div> |
| <div class="line"><a name="l00245"></a><span class="lineno"> 245</span> <span class="comment">sql> select * from result_table;</span></div> |
| <div class="line"><a name="l00246"></a><span class="lineno"> 246</span> <span class="comment">margins | {0.741613239156,-0.032868883552,-0.0144502990691,-0.972055011831,0.112337273885,0.0172621628253}</span></div> |
| <div class="line"><a name="l00247"></a><span class="lineno"> 247</span> <span class="comment">std_err | {0.183172236055,0.044184899499,0.00332608999704,0.263532615748,0.0555196094594,0.00457999429836}</span></div> |
| <div class="line"><a name="l00248"></a><span class="lineno"> 248</span> <span class="comment">t_stats | {4.04872078394,-0.743894043547,-4.34453038911,-3.68855676202,2.02338011702,3.76903587663}</span></div> |
| <div class="line"><a name="l00249"></a><span class="lineno"> 249</span> <span class="comment">p_values | {7.43784735554e-05,0.457840607871,2.24855476205e-05,0.000292799037776,0.0444060346517,0.000217384008015}</span></div> |
| <div class="line"><a name="l00250"></a><span class="lineno"> 250</span> <span class="comment">@endverbatim</span></div> |
| <div class="line"><a name="l00251"></a><span class="lineno"> 251</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00252"></a><span class="lineno"> 252</span> <span class="comment">-# Run the regression and compute the marginals effects for the first dependent variable (all categories) </span></div> |
| <div class="line"><a name="l00253"></a><span class="lineno"> 253</span> <span class="comment">@verbatim</span></div> |
| <div class="line"><a name="l00254"></a><span class="lineno"> 254</span> <span class="comment">sql> select margins_mlogregr('test_data', 'result_table', 'category', 'ARRAY[1, feature_1, feature_2]', 0, NULL, ARRAY[1]);</span></div> |
| <div class="line"><a name="l00255"></a><span class="lineno"> 255</span> <span class="comment">sql> select * from result_table;</span></div> |
| <div class="line"><a name="l00256"></a><span class="lineno"> 256</span> <span class="comment">margins | {0.741613239156,-0.972055011831}</span></div> |
| <div class="line"><a name="l00257"></a><span class="lineno"> 257</span> <span class="comment">std_err | {0.183172236055,0.263532615748}</span></div> |
| <div class="line"><a name="l00258"></a><span class="lineno"> 258</span> <span class="comment">t_stats | {4.04872078394,-3.68855676202}</span></div> |
| <div class="line"><a name="l00259"></a><span class="lineno"> 259</span> <span class="comment">p_values | {7.43784735554e-05,0.000292799037776}</span></div> |
| <div class="line"><a name="l00260"></a><span class="lineno"> 260</span> <span class="comment">@endverbatim</span></div> |
| <div class="line"><a name="l00261"></a><span class="lineno"> 261</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00262"></a><span class="lineno"> 262</span> <span class="comment">@verbatim</span></div> |
| <div class="line"><a name="l00263"></a><span class="lineno"> 263</span> <span class="comment">-# For function usage information.</span></div> |
| <div class="line"><a name="l00264"></a><span class="lineno"> 264</span> <span class="comment">sql> select margins_mlogregr('usage');</span></div> |
| <div class="line"><a name="l00265"></a><span class="lineno"> 265</span> <span class="comment">@endverbatim</span></div> |
| <div class="line"><a name="l00266"></a><span class="lineno"> 266</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00267"></a><span class="lineno"> 267</span> <span class="comment">@literature</span></div> |
| <div class="line"><a name="l00268"></a><span class="lineno"> 268</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00269"></a><span class="lineno"> 269</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00270"></a><span class="lineno"> 270</span> <span class="comment">[1] mfx function in STATA: http://www.stata.com/help.cgi?mfx_option</span></div> |
| <div class="line"><a name="l00271"></a><span class="lineno"> 271</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00272"></a><span class="lineno"> 272</span> <span class="comment">@sa File marginal.sql_in documenting the SQL functions.</span></div> |
| <div class="line"><a name="l00273"></a><span class="lineno"> 273</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00274"></a><span class="lineno"> 274</span> <span class="comment">@internal</span></div> |
| <div class="line"><a name="l00275"></a><span class="lineno"> 275</span> <span class="comment">@sa Namespace \ref madlib::modules::regress</span></div> |
| <div class="line"><a name="l00276"></a><span class="lineno"> 276</span> <span class="comment"> documenting the implementation in C++</span></div> |
| <div class="line"><a name="l00277"></a><span class="lineno"> 277</span> <span class="comment">@endinternal</span></div> |
| <div class="line"><a name="l00278"></a><span class="lineno"> 278</span> <span class="comment">*/</span></div> |
| <div class="line"><a name="l00279"></a><span class="lineno"> 279</span> </div> |
| <div class="line"><a name="l00280"></a><span class="lineno"> 280</span> </div> |
| <div class="line"><a name="l00281"></a><span class="lineno"> 281</span> </div> |
| <div class="line"><a name="l00282"></a><span class="lineno"> 282</span> </div> |
| <div class="line"><a name="l00283"></a><span class="lineno"> 283</span> ------------------ Marginal Logistic Regression ------------------------------</div> |
| <div class="line"><a name="l00284"></a><span class="lineno"> 284</span> </div> |
| <div class="line"><a name="l00285"></a><span class="lineno"> 285</span> CREATE TYPE MADLIB_SCHEMA.marginal_logregr_result AS (</div> |
| <div class="line"><a name="l00286"></a><span class="lineno"> 286</span>  margins DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00287"></a><span class="lineno"> 287</span>  coef DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00288"></a><span class="lineno"> 288</span>  std_err DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00289"></a><span class="lineno"> 289</span>  t_stats DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00290"></a><span class="lineno"> 290</span>  p_values DOUBLE PRECISION[]</div> |
| <div class="line"><a name="l00291"></a><span class="lineno"> 291</span> );</div> |
| <div class="line"><a name="l00292"></a><span class="lineno"> 292</span> </div> |
| <div class="line"><a name="l00293"></a><span class="lineno"> 293</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.marginal_logregr_step_transition(</div> |
| <div class="line"><a name="l00294"></a><span class="lineno"> 294</span>  state DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00295"></a><span class="lineno"> 295</span>  y BOOLEAN,</div> |
| <div class="line"><a name="l00296"></a><span class="lineno"> 296</span>  x DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00297"></a><span class="lineno"> 297</span>  coef DOUBLE PRECISION[])</div> |
| <div class="line"><a name="l00298"></a><span class="lineno"> 298</span> RETURNS DOUBLE PRECISION[]</div> |
| <div class="line"><a name="l00299"></a><span class="lineno"> 299</span> AS 'MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00300"></a><span class="lineno"> 300</span> <span class="stringliteral">LANGUAGE C IMMUTABLE;</span></div> |
| <div class="line"><a name="l00301"></a><span class="lineno"> 301</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00302"></a><span class="lineno"> 302</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.marginal_logregr_step_merge_states(</span></div> |
| <div class="line"><a name="l00303"></a><span class="lineno"> 303</span> <span class="stringliteral"> state1 DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00304"></a><span class="lineno"> 304</span> <span class="stringliteral"> state2 DOUBLE PRECISION[])</span></div> |
| <div class="line"><a name="l00305"></a><span class="lineno"> 305</span> <span class="stringliteral">RETURNS DOUBLE PRECISION[]</span></div> |
| <div class="line"><a name="l00306"></a><span class="lineno"> 306</span> <span class="stringliteral">AS '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00307"></a><span class="lineno"> 307</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00308"></a><span class="lineno"> 308</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00309"></a><span class="lineno"> 309</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00310"></a><span class="lineno"> 310</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.marginal_logregr_step_final(</span></div> |
| <div class="line"><a name="l00311"></a><span class="lineno"> 311</span> <span class="stringliteral"> state DOUBLE PRECISION[])</span></div> |
| <div class="line"><a name="l00312"></a><span class="lineno"> 312</span> <span class="stringliteral">RETURNS MADLIB_SCHEMA.marginal_logregr_result</span></div> |
| <div class="line"><a name="l00313"></a><span class="lineno"> 313</span> <span class="stringliteral">AS '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00314"></a><span class="lineno"> 314</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00315"></a><span class="lineno"> 315</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00316"></a><span class="lineno"> 316</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00317"></a><span class="lineno"> 317</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00318"></a><span class="lineno"> 318</span> <span class="comment"> * @brief Compute marginal effects for logistic regression.</span></div> |
| <div class="line"><a name="l00319"></a><span class="lineno"> 319</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00320"></a><span class="lineno"> 320</span> <span class="comment"> * @param dependentVariable Column containing the dependent variable</span></div> |
| <div class="line"><a name="l00321"></a><span class="lineno"> 321</span> <span class="comment"> * @param independentVariables Column containing the array of independent variables</span></div> |
| <div class="line"><a name="l00322"></a><span class="lineno"> 322</span> <span class="comment"> * @param coef Column containing the array of the coefficients (as obtained by logregr)</span></div> |
| <div class="line"><a name="l00323"></a><span class="lineno"> 323</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00324"></a><span class="lineno"> 324</span> <span class="comment"> * @par</span></div> |
| <div class="line"><a name="l00325"></a><span class="lineno"> 325</span> <span class="comment"> * To include an intercept in the model, set one coordinate in the</span></div> |
| <div class="line"><a name="l00326"></a><span class="lineno"> 326</span> <span class="comment"> * <tt>independentVariables</tt> array to 1.</span></div> |
| <div class="line"><a name="l00327"></a><span class="lineno"> 327</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00328"></a><span class="lineno"> 328</span> <span class="comment"> * @return A composite value:</span></div> |
| <div class="line"><a name="l00329"></a><span class="lineno"> 329</span> <span class="comment"> * - <tt>margins FLOAT8[] </tt> - Array of marginal effects</span></div> |
| <div class="line"><a name="l00330"></a><span class="lineno"> 330</span> <span class="comment"> * - <tt>coefFLOAT8[] </tt> - The coefficients for the regression</span></div> |
| <div class="line"><a name="l00331"></a><span class="lineno"> 331</span> <span class="comment"> * - <tt>std_err FLOAT8[]</tt> - Array of standard-errors (calculated by the delta method),</span></div> |
| <div class="line"><a name="l00332"></a><span class="lineno"> 332</span> <span class="comment"> * - <tt>t_stats FLOAT8[]</tt> - Array of t-statistics</span></div> |
| <div class="line"><a name="l00333"></a><span class="lineno"> 333</span> <span class="comment"> * - <tt>p_values FLOAT8[]</tt> - Array of p-values</span></div> |
| <div class="line"><a name="l00334"></a><span class="lineno"> 334</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00335"></a><span class="lineno"> 335</span> <span class="comment"> * @usage</span></div> |
| <div class="line"><a name="l00336"></a><span class="lineno"> 336</span> <span class="comment"> * - Get all the diagnostic statistics:\n</span></div> |
| <div class="line"><a name="l00337"></a><span class="lineno"> 337</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00338"></a><span class="lineno"> 338</span> <span class="comment"> * <pre> SELECT marginal_logregr(<em>dependentVariable</em>,</span></div> |
| <div class="line"><a name="l00339"></a><span class="lineno"> 339</span> <span class="comment"> * <em>independentVariables</em>, coef)</span></div> |
| <div class="line"><a name="l00340"></a><span class="lineno"> 340</span> <span class="comment"> * FROM <em>dataTable</em>;</span></div> |
| <div class="line"><a name="l00341"></a><span class="lineno"> 341</span> <span class="comment"> * </pre></span></div> |
| <div class="line"><a name="l00342"></a><span class="lineno"> 342</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00343"></a><span class="lineno"> 343</span> </div> |
| <div class="line"><a name="l00344"></a><span class="lineno"> 344</span> CREATE AGGREGATE MADLIB_SCHEMA.marginal_logregr(</div> |
| <div class="line"><a name="l00345"></a><span class="lineno"> 345</span>  /*+ "dependentVariable" */ BOOLEAN,</div> |
| <div class="line"><a name="l00346"></a><span class="lineno"> 346</span>  /*+ "independentVariables" */ DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00347"></a><span class="lineno"> 347</span>  /*+ "coef" */ DOUBLE PRECISION[] )(</div> |
| <div class="line"><a name="l00348"></a><span class="lineno"> 348</span>  STYPE=DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00349"></a><span class="lineno"> 349</span>  SFUNC=MADLIB_SCHEMA.marginal_logregr_step_transition,</div> |
| <div class="line"><a name="l00350"></a><span class="lineno"> 350</span>  m4_ifdef(`__GREENPLUM__',`PREFUNC=MADLIB_SCHEMA.marginal_logregr_step_merge_states,<span class="stringliteral">')</span></div> |
| <div class="line"><a name="l00351"></a><span class="lineno"> 351</span> <span class="stringliteral"> FINALFUNC=MADLIB_SCHEMA.marginal_logregr_step_final,</span></div> |
| <div class="line"><a name="l00352"></a><span class="lineno"> 352</span> <span class="stringliteral"> INITCOND='</span>{0,0,0,0,0,0}<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00353"></a><span class="lineno"> 353</span> <span class="stringliteral">);</span></div> |
| <div class="line"><a name="l00354"></a><span class="lineno"> 354</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00355"></a><span class="lineno"> 355</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00356"></a><span class="lineno"> 356</span> <span class="stringliteral">--------------------------- Interface ----------------------------------</span></div> |
| <div class="line"><a name="l00357"></a><span class="lineno"> 357</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00358"></a><span class="lineno"> 358</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_logregr(</span></div> |
| <div class="line"><a name="l00359"></a><span class="lineno"> 359</span> <span class="stringliteral"> usage_string VARCHAR -- usage string</span></div> |
| <div class="line"><a name="l00360"></a><span class="lineno"> 360</span> <span class="stringliteral">)</span></div> |
| <div class="line"><a name="l00361"></a><span class="lineno"> 361</span> <span class="stringliteral">RETURNS VARCHAR AS $$</span></div> |
| <div class="line"><a name="l00362"></a><span class="lineno"> 362</span> <span class="stringliteral">DECLARE</span></div> |
| <div class="line"><a name="l00363"></a><span class="lineno"> 363</span> <span class="stringliteral">insert_string VARCHAR;</span></div> |
| <div class="line"><a name="l00364"></a><span class="lineno"> 364</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00365"></a><span class="lineno"> 365</span> <span class="stringliteral"> IF (usage_string = '</span><span class="stringliteral">' OR usage_string = '</span>help<span class="stringliteral">' OR usage_string = '</span>?<span class="stringliteral">') THEN</span></div> |
| <div class="line"><a name="l00366"></a><span class="lineno"><a class="code" href="marginal_8sql__in.html#a3286b644d2d51a8f2874896dc1b5d925"> 366</a></span> <span class="stringliteral"> insert_string := '</span><span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00367"></a><span class="lineno"> 367</span> <span class="stringliteral"> E'</span>Summary \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00368"></a><span class="lineno"> 368</span> <span class="stringliteral"> E'</span>-----------------------------------------------------------------------------------------\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00369"></a><span class="lineno"> 369</span> <span class="stringliteral"> E'</span> Functionality: Calculate marginal effects <span class="keywordflow">for</span> <a class="code" href="logistic_8sql__in.html#a4ded9be5c8b111dbb3109efaad83d69e" title="Evaluate the usual logistic function in an under-/overflow-safe way. ">logistic</a> regression\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00370"></a><span class="lineno"> 370</span> <span class="stringliteral"> E'</span> The funciton first runs the regression and then calculates the \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00371"></a><span class="lineno"> 371</span> <span class="stringliteral"> E'</span> coefficients and uses them to calculate the marginal effects \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00372"></a><span class="lineno"> 372</span> <span class="stringliteral"> E'</span> SELECT {schema_madlib}.margins_logregr(<span class="stringliteral">''</span>source_table<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00373"></a><span class="lineno"> 373</span> <span class="stringliteral"> E'</span> ,<span class="stringliteral">''</span>output_table<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00374"></a><span class="lineno"> 374</span> <span class="stringliteral"> E'</span> ,<span class="stringliteral">''</span>dependent_variable<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00375"></a><span class="lineno"> 375</span> <span class="stringliteral"> E'</span> ,<span class="stringliteral">''</span>independent_variable<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00376"></a><span class="lineno"> 376</span> <span class="stringliteral"> E'</span> [,<span class="stringliteral">''</span>grouping_cols<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00377"></a><span class="lineno"> 377</span> <span class="stringliteral"> E'</span> , marginal_variables \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00378"></a><span class="lineno"> 378</span> <span class="stringliteral"> E'</span> , max_iter \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00379"></a><span class="lineno"> 379</span> <span class="stringliteral"> E'</span> ,<span class="stringliteral">''</span>optimizer<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00380"></a><span class="lineno"> 380</span> <span class="stringliteral"> E'</span> , tolerance \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00381"></a><span class="lineno"> 381</span> <span class="stringliteral"> E'</span> , verbose_mode \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00382"></a><span class="lineno"> 382</span> <span class="stringliteral"> E'</span> ]<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00383"></a><span class="lineno"> 383</span> <span class="stringliteral"> E'</span> );\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00384"></a><span class="lineno"> 384</span> <span class="stringliteral"> E'</span>For more details on <span class="keyword">function</span> usage: \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00385"></a><span class="lineno"> 385</span> <span class="stringliteral"> E'</span>SELECT {schema_madlib}.margins_logregr(<span class="stringliteral">''</span>usage<span class="stringliteral">''</span>) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00386"></a><span class="lineno"> 386</span> <span class="stringliteral"> E'</span><span class="stringliteral">';</span></div> |
| <div class="line"><a name="l00387"></a><span class="lineno"> 387</span> <span class="stringliteral"> ElSIF (usage_string = '</span>usage<span class="stringliteral">') THEN</span></div> |
| <div class="line"><a name="l00388"></a><span class="lineno"> 388</span> <span class="stringliteral"> insert_string := '</span><span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00389"></a><span class="lineno"> 389</span> <span class="stringliteral"> E'</span>-----------------------------------------------------------------------------------------\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00390"></a><span class="lineno"> 390</span> <span class="stringliteral"> E'</span>Usage\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00391"></a><span class="lineno"> 391</span> <span class="stringliteral"> E'</span>-----------------------------------------------------------------------------------------\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00392"></a><span class="lineno"> 392</span> <span class="stringliteral"> E'</span> SELECT {schema_madlib}.margins_logregr( \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00393"></a><span class="lineno"> 393</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>source_table<span class="stringliteral">''</span>, -- Name of data table \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00394"></a><span class="lineno"> 394</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>output_table<span class="stringliteral">''</span>, -- Name of result table (overwrites <span class="keywordflow">if</span> exists) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00395"></a><span class="lineno"> 395</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>dependent_variable<span class="stringliteral">''</span>, -- Name of column <span class="keywordflow">for</span> dependent variables\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00396"></a><span class="lineno"> 396</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>independent_variable<span class="stringliteral">''</span>, -- Name of column <span class="keywordflow">for</span> independent variables\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00397"></a><span class="lineno"> 397</span> <span class="stringliteral"> E'</span> (can be any SQL expression that evaluates to an array)\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00398"></a><span class="lineno"> 398</span> <span class="stringliteral"> E'</span>[ <span class="stringliteral">''</span>group_cols<span class="stringliteral">''</span>, -- Comma separated <span class="keywordtype">string</span> with columns to group by\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00399"></a><span class="lineno"> 399</span> <span class="stringliteral"> E'</span> (Optional : Default NULL => no grouping) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00400"></a><span class="lineno"> 400</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>margins_vars<span class="stringliteral">''</span>, -- Index list (base 1) representing the independent variables to compute marginal effects on \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00401"></a><span class="lineno"> 401</span> <span class="stringliteral"> E'</span> (Optional : Default NULL which computes marginal effects on all variables) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00402"></a><span class="lineno"> 402</span> <span class="stringliteral"> E'</span> max_iter, -- Maximum number of iterations <span class="keywordflow">for</span> the <a class="code" href="logistic_8sql__in.html#a4ded9be5c8b111dbb3109efaad83d69e" title="Evaluate the usual logistic function in an under-/overflow-safe way. ">logistic</a> regression\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00403"></a><span class="lineno"> 403</span> <span class="stringliteral"> E'</span> (Optional : Default 20) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00404"></a><span class="lineno"> 404</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>optimizer<span class="stringliteral">''</span>, -- Optimizer <span class="keywordflow">for</span> <a class="code" href="logistic_8sql__in.html#a4ded9be5c8b111dbb3109efaad83d69e" title="Evaluate the usual logistic function in an under-/overflow-safe way. ">logistic</a> regression (newton/irls, cg or igd)\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00405"></a><span class="lineno"> 405</span> <span class="stringliteral"> E'</span> (Optional : Default irls) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00406"></a><span class="lineno"> 406</span> <span class="stringliteral"> E'</span> tolerance, -- Termination criterion <span class="keywordflow">for</span> <a class="code" href="logistic_8sql__in.html#a4ded9be5c8b111dbb3109efaad83d69e" title="Evaluate the usual logistic function in an under-/overflow-safe way. ">logistic</a> regression (relative)\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00407"></a><span class="lineno"> 407</span> <span class="stringliteral"> E'</span> (Optional : Default 1e-4) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00408"></a><span class="lineno"> 408</span> <span class="stringliteral"> E'</span> verbose_mode, -- Verbose mode \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00409"></a><span class="lineno"> 409</span> <span class="stringliteral"> E'</span> (Optional : Default False) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00410"></a><span class="lineno"> 410</span> <span class="stringliteral"> E'</span>]<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00411"></a><span class="lineno"> 411</span> <span class="stringliteral"> E'</span> );\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00412"></a><span class="lineno"> 412</span> <span class="stringliteral"> E'</span>\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00413"></a><span class="lineno"> 413</span> <span class="stringliteral"> E'</span>-----------------------------------------------------------------------------------------\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00414"></a><span class="lineno"> 414</span> <span class="stringliteral"> E'</span>Output:\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00415"></a><span class="lineno"> 415</span> <span class="stringliteral"> E'</span>-----------------------------------------------------------------------------------------\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00416"></a><span class="lineno"> 416</span> <span class="stringliteral"> E'</span> The output table (<span class="stringliteral">''</span>output_table<span class="stringliteral">''</span> above) has the following columns\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00417"></a><span class="lineno"> 417</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>margins<span class="stringliteral">''</span> DOUBLE PRECISION[], -- Marginal effects \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00418"></a><span class="lineno"> 418</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>std_err<span class="stringliteral">''</span> DOUBLE PRECISION[], -- Standard errors <span class="keyword">using</span> the delta method\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00419"></a><span class="lineno"> 419</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>t_stats<span class="stringliteral">''</span> DOUBLE PRECISION[], -- T-stats of the marginal effects\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00420"></a><span class="lineno"> 420</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>p_values<span class="stringliteral">''</span> DOUBLE PRECISION[], -- p-values of the marginal effects\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00421"></a><span class="lineno"> 421</span> <span class="stringliteral"> E'</span>\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00422"></a><span class="lineno"> 422</span> <span class="stringliteral"> E'</span><span class="stringliteral">';</span></div> |
| <div class="line"><a name="l00423"></a><span class="lineno"> 423</span> <span class="stringliteral"> ELSE</span></div> |
| <div class="line"><a name="l00424"></a><span class="lineno"> 424</span> <span class="stringliteral"> insert_string := '</span>No such option. Run SELECT {schema_madlib}.margins_logregr()<span class="stringliteral">';</span></div> |
| <div class="line"><a name="l00425"></a><span class="lineno"> 425</span> <span class="stringliteral"> END IF;</span></div> |
| <div class="line"><a name="l00426"></a><span class="lineno"> 426</span> <span class="stringliteral"> RETURN insert_string;</span></div> |
| <div class="line"><a name="l00427"></a><span class="lineno"> 427</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00428"></a><span class="lineno"> 428</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00429"></a><span class="lineno"> 429</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00430"></a><span class="lineno"> 430</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_logregr()</span></div> |
| <div class="line"><a name="l00431"></a><span class="lineno"> 431</span> <span class="stringliteral">RETURNS VARCHAR AS $$</span></div> |
| <div class="line"><a name="l00432"></a><span class="lineno"> 432</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00433"></a><span class="lineno"> 433</span> <span class="stringliteral"> RETURN MADLIB_SCHEMA.margins_logregr('</span><span class="stringliteral">');</span></div> |
| <div class="line"><a name="l00434"></a><span class="lineno"> 434</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00435"></a><span class="lineno"> 435</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00436"></a><span class="lineno"> 436</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00437"></a><span class="lineno"> 437</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00438"></a><span class="lineno"> 438</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00439"></a><span class="lineno"> 439</span> <span class="comment"> @brief A wrapper function for the various marginal regression analyzes.</span></div> |
| <div class="line"><a name="l00440"></a><span class="lineno"> 440</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00441"></a><span class="lineno"> 441</span> <span class="comment"> * @param source_table String identifying the input table</span></div> |
| <div class="line"><a name="l00442"></a><span class="lineno"> 442</span> <span class="comment"> * @param out_table String identifying the output table to be created</span></div> |
| <div class="line"><a name="l00443"></a><span class="lineno"> 443</span> <span class="comment"> * @param dependent_varname Column containing the dependent variable</span></div> |
| <div class="line"><a name="l00444"></a><span class="lineno"> 444</span> <span class="comment"> * @param input_independent_varname Column containing the array of independent variables</span></div> |
| <div class="line"><a name="l00445"></a><span class="lineno"> 445</span> <span class="comment"> * @param grouping_cols Set of columns to group by.</span></div> |
| <div class="line"><a name="l00446"></a><span class="lineno"> 446</span> <span class="comment"> * @param marginal_vars Subset of independent variables to calculate marginal effects for.</span></div> |
| <div class="line"><a name="l00447"></a><span class="lineno"> 447</span> <span class="comment"> * @param max_iter Maximum number of iterations</span></div> |
| <div class="line"><a name="l00448"></a><span class="lineno"> 448</span> <span class="comment"> * @param optimzer Optimizer to be used (newton/irls, cg or idg)</span></div> |
| <div class="line"><a name="l00449"></a><span class="lineno"> 449</span> <span class="comment"> * @param tolerance Resiual tolerance</span></div> |
| <div class="line"><a name="l00450"></a><span class="lineno"> 450</span> <span class="comment"> * @param verbose_mode Verbose mode (on/off)</span></div> |
| <div class="line"><a name="l00451"></a><span class="lineno"> 451</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00452"></a><span class="lineno"> 452</span> <span class="comment"> * @par</span></div> |
| <div class="line"><a name="l00453"></a><span class="lineno"> 453</span> <span class="comment"> * To include an intercept in the model, set one coordinate in the</span></div> |
| <div class="line"><a name="l00454"></a><span class="lineno"> 454</span> <span class="comment"> * <tt>independentVariables</tt> array to 1.</span></div> |
| <div class="line"><a name="l00455"></a><span class="lineno"> 455</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00456"></a><span class="lineno"> 456</span> <span class="comment"> * @return void</span></div> |
| <div class="line"><a name="l00457"></a><span class="lineno"> 457</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00458"></a><span class="lineno"> 458</span> <span class="comment"> * @usage</span></div> |
| <div class="line"><a name="l00459"></a><span class="lineno"> 459</span> <span class="comment"> * For function summary information. Run</span></div> |
| <div class="line"><a name="l00460"></a><span class="lineno"> 460</span> <span class="comment"> * sql> select margins_logregr('help');</span></div> |
| <div class="line"><a name="l00461"></a><span class="lineno"> 461</span> <span class="comment"> * OR</span></div> |
| <div class="line"><a name="l00462"></a><span class="lineno"> 462</span> <span class="comment"> * sql> select margins_logregr();</span></div> |
| <div class="line"><a name="l00463"></a><span class="lineno"> 463</span> <span class="comment"> * OR</span></div> |
| <div class="line"><a name="l00464"></a><span class="lineno"> 464</span> <span class="comment"> * sql> select margins_logregr('?');</span></div> |
| <div class="line"><a name="l00465"></a><span class="lineno"> 465</span> <span class="comment"> * For function usage information. Run</span></div> |
| <div class="line"><a name="l00466"></a><span class="lineno"> 466</span> <span class="comment"> * sql> select margins_logregr('usage');</span></div> |
| <div class="line"><a name="l00467"></a><span class="lineno"> 467</span> <span class="comment"> * - Compute the coefficients, and the get the marginal diagnostic statistics:</span></div> |
| <div class="line"><a name="l00468"></a><span class="lineno"> 468</span> <span class="comment"> * <pre></span></div> |
| <div class="line"><a name="l00469"></a><span class="lineno"> 469</span> <span class="comment"> * select margins_logregr(source_table, out_table, dependentVariable, independentVariables);</span></div> |
| <div class="line"><a name="l00470"></a><span class="lineno"> 470</span> <span class="comment"> * </pre></span></div> |
| <div class="line"><a name="l00471"></a><span class="lineno"> 471</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00472"></a><span class="lineno"> 472</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00473"></a><span class="lineno"> 473</span> </div> |
| <div class="line"><a name="l00474"></a><span class="lineno"> 474</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00475"></a><span class="lineno"> 475</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00476"></a><span class="lineno"> 476</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00477"></a><span class="lineno"> 477</span>  , dependent_varname VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00478"></a><span class="lineno"> 478</span>  , input_independent_varname VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00479"></a><span class="lineno"> 479</span>  , input_group_cols VARCHAR -- names of columns to group by</div> |
| <div class="line"><a name="l00480"></a><span class="lineno"> 480</span>  , marginal_vars INTEGER[] -- indices of variables to calculate marginal effects on</div> |
| <div class="line"><a name="l00481"></a><span class="lineno"> 481</span>  , max_iter INTEGER -- Max iterations for the logstic regression inner call</div> |
| <div class="line"><a name="l00482"></a><span class="lineno"> 482</span>  , optimizer VARCHAR -- Logistic regression optimizer</div> |
| <div class="line"><a name="l00483"></a><span class="lineno"> 483</span>  , tolerance DOUBLE PRECISION -- Tolerance</div> |
| <div class="line"><a name="l00484"></a><span class="lineno"> 484</span>  , verbose_mode BOOLEAN -- Verbose mode</div> |
| <div class="line"><a name="l00485"></a><span class="lineno"> 485</span>  )</div> |
| <div class="line"><a name="l00486"></a><span class="lineno"> 486</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00487"></a><span class="lineno"> 487</span> PythonFunction(regress, marginal, margins_logregr)</div> |
| <div class="line"><a name="l00488"></a><span class="lineno"> 488</span> $$ LANGUAGE plpythonu;</div> |
| <div class="line"><a name="l00489"></a><span class="lineno"> 489</span> </div> |
| <div class="line"><a name="l00490"></a><span class="lineno"> 490</span> </div> |
| <div class="line"><a name="l00491"></a><span class="lineno"> 491</span> </div> |
| <div class="line"><a name="l00492"></a><span class="lineno"> 492</span> -- Default Variable calls for margins_logregr</div> |
| <div class="line"><a name="l00493"></a><span class="lineno"> 493</span> ------------------------------------------------------------------------------</div> |
| <div class="line"><a name="l00494"></a><span class="lineno"> 494</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00495"></a><span class="lineno"> 495</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00496"></a><span class="lineno"><a class="code" href="marginal_8sql__in.html#a6fc43eedb6f33e498efc03060fac7c35"> 496</a></span> <span class="comment"> * @brief Marginal effects with default variables</span></div> |
| <div class="line"><a name="l00497"></a><span class="lineno"> 497</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l00498"></a><span class="lineno"> 498</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00499"></a><span class="lineno"> 499</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00500"></a><span class="lineno"> 500</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00501"></a><span class="lineno"> 501</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00502"></a><span class="lineno"> 502</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00503"></a><span class="lineno"> 503</span>  )</div> |
| <div class="line"><a name="l00504"></a><span class="lineno"> 504</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00505"></a><span class="lineno"> 505</span> BEGIN</div> |
| <div class="line"><a name="l00506"></a><span class="lineno"> 506</span>  PERFORM MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00507"></a><span class="lineno"> 507</span>  source_table,</div> |
| <div class="line"><a name="l00508"></a><span class="lineno"> 508</span>  out_table,</div> |
| <div class="line"><a name="l00509"></a><span class="lineno"> 509</span>  dependent_variable,</div> |
| <div class="line"><a name="l00510"></a><span class="lineno"> 510</span>  independent_variable,</div> |
| <div class="line"><a name="l00511"></a><span class="lineno"> 511</span>  NULL,</div> |
| <div class="line"><a name="l00512"></a><span class="lineno"> 512</span>  NULL,</div> |
| <div class="line"><a name="l00513"></a><span class="lineno"> 513</span>  20,</div> |
| <div class="line"><a name="l00514"></a><span class="lineno"> 514</span>  'irls<span class="stringliteral">',</span></div> |
| <div class="line"><a name="l00515"></a><span class="lineno"> 515</span> <span class="stringliteral"> 0.0001,</span></div> |
| <div class="line"><a name="l00516"></a><span class="lineno"> 516</span> <span class="stringliteral"> False);</span></div> |
| <div class="line"><a name="l00517"></a><span class="lineno"> 517</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00518"></a><span class="lineno"> 518</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00519"></a><span class="lineno"> 519</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00520"></a><span class="lineno"> 520</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00521"></a><span class="lineno"> 521</span> <span class="comment"> * @brief Marginal effects with default variable_names</span></div> |
| <div class="line"><a name="l00522"></a><span class="lineno"> 522</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l00523"></a><span class="lineno"> 523</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00524"></a><span class="lineno"> 524</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00525"></a><span class="lineno"> 525</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00526"></a><span class="lineno"> 526</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00527"></a><span class="lineno"> 527</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00528"></a><span class="lineno"> 528</span>  , grouping_cols VARCHAR -- name of grouping cols</div> |
| <div class="line"><a name="l00529"></a><span class="lineno"> 529</span>  )</div> |
| <div class="line"><a name="l00530"></a><span class="lineno"> 530</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00531"></a><span class="lineno"> 531</span> BEGIN</div> |
| <div class="line"><a name="l00532"></a><span class="lineno"> 532</span>  PERFORM MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00533"></a><span class="lineno"> 533</span>  source_table,</div> |
| <div class="line"><a name="l00534"></a><span class="lineno"> 534</span>  out_table,</div> |
| <div class="line"><a name="l00535"></a><span class="lineno"> 535</span>  dependent_variable,</div> |
| <div class="line"><a name="l00536"></a><span class="lineno"> 536</span>  independent_variable,</div> |
| <div class="line"><a name="l00537"></a><span class="lineno"> 537</span>  grouping_cols,</div> |
| <div class="line"><a name="l00538"></a><span class="lineno"> 538</span>  NULL,</div> |
| <div class="line"><a name="l00539"></a><span class="lineno"> 539</span>  20,</div> |
| <div class="line"><a name="l00540"></a><span class="lineno"> 540</span>  'irls<span class="stringliteral">',</span></div> |
| <div class="line"><a name="l00541"></a><span class="lineno"> 541</span> <span class="stringliteral"> 0.0001,</span></div> |
| <div class="line"><a name="l00542"></a><span class="lineno"> 542</span> <span class="stringliteral"> False);</span></div> |
| <div class="line"><a name="l00543"></a><span class="lineno"> 543</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00544"></a><span class="lineno"> 544</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00545"></a><span class="lineno"> 545</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00546"></a><span class="lineno"> 546</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00547"></a><span class="lineno"> 547</span> <span class="comment"> * @brief Marginal effects with default variable_names</span></div> |
| <div class="line"><a name="l00548"></a><span class="lineno"> 548</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l00549"></a><span class="lineno"> 549</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00550"></a><span class="lineno"> 550</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00551"></a><span class="lineno"> 551</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00552"></a><span class="lineno"> 552</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00553"></a><span class="lineno"> 553</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00554"></a><span class="lineno"> 554</span>  , grouping_cols VARCHAR -- name of grouping cols</div> |
| <div class="line"><a name="l00555"></a><span class="lineno"> 555</span>  , marginal_vars INTEGER[] -- indices of variables to calculate marginal effects on</div> |
| <div class="line"><a name="l00556"></a><span class="lineno"> 556</span>  )</div> |
| <div class="line"><a name="l00557"></a><span class="lineno"> 557</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00558"></a><span class="lineno"> 558</span> BEGIN</div> |
| <div class="line"><a name="l00559"></a><span class="lineno"> 559</span>  PERFORM MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00560"></a><span class="lineno"> 560</span>  source_table,</div> |
| <div class="line"><a name="l00561"></a><span class="lineno"> 561</span>  out_table,</div> |
| <div class="line"><a name="l00562"></a><span class="lineno"> 562</span>  dependent_variable,</div> |
| <div class="line"><a name="l00563"></a><span class="lineno"> 563</span>  independent_variable,</div> |
| <div class="line"><a name="l00564"></a><span class="lineno"> 564</span>  grouping_cols,</div> |
| <div class="line"><a name="l00565"></a><span class="lineno"> 565</span>  marginal_vars,</div> |
| <div class="line"><a name="l00566"></a><span class="lineno"> 566</span>  20,</div> |
| <div class="line"><a name="l00567"></a><span class="lineno"> 567</span>  'irls<span class="stringliteral">',</span></div> |
| <div class="line"><a name="l00568"></a><span class="lineno"> 568</span> <span class="stringliteral"> 0.0001,</span></div> |
| <div class="line"><a name="l00569"></a><span class="lineno"> 569</span> <span class="stringliteral"> False);</span></div> |
| <div class="line"><a name="l00570"></a><span class="lineno"> 570</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00571"></a><span class="lineno"> 571</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00572"></a><span class="lineno"> 572</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00573"></a><span class="lineno"> 573</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00574"></a><span class="lineno"> 574</span> <span class="comment"> * @brief Marginal effects with default variable_names</span></div> |
| <div class="line"><a name="l00575"></a><span class="lineno"> 575</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l00576"></a><span class="lineno"> 576</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00577"></a><span class="lineno"> 577</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00578"></a><span class="lineno"> 578</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00579"></a><span class="lineno"> 579</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00580"></a><span class="lineno"> 580</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00581"></a><span class="lineno"> 581</span>  , grouping_cols VARCHAR -- name of grouping cols</div> |
| <div class="line"><a name="l00582"></a><span class="lineno"> 582</span>  , marginal_vars INTEGER[] -- indices of variables to calculate marginal effects on</div> |
| <div class="line"><a name="l00583"></a><span class="lineno"> 583</span>  , max_iter INTEGER -- Max iterations for the logstic regression inner call</div> |
| <div class="line"><a name="l00584"></a><span class="lineno"> 584</span>  )</div> |
| <div class="line"><a name="l00585"></a><span class="lineno"> 585</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00586"></a><span class="lineno"> 586</span> BEGIN</div> |
| <div class="line"><a name="l00587"></a><span class="lineno"> 587</span>  PERFORM MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00588"></a><span class="lineno"> 588</span>  source_table,</div> |
| <div class="line"><a name="l00589"></a><span class="lineno"> 589</span>  out_table,</div> |
| <div class="line"><a name="l00590"></a><span class="lineno"> 590</span>  dependent_variable,</div> |
| <div class="line"><a name="l00591"></a><span class="lineno"> 591</span>  independent_variable,</div> |
| <div class="line"><a name="l00592"></a><span class="lineno"> 592</span>  grouping_cols,</div> |
| <div class="line"><a name="l00593"></a><span class="lineno"> 593</span>  marginal_vars,</div> |
| <div class="line"><a name="l00594"></a><span class="lineno"> 594</span>  max_iter,</div> |
| <div class="line"><a name="l00595"></a><span class="lineno"> 595</span>  'irls<span class="stringliteral">',</span></div> |
| <div class="line"><a name="l00596"></a><span class="lineno"> 596</span> <span class="stringliteral"> 0.0001,</span></div> |
| <div class="line"><a name="l00597"></a><span class="lineno"> 597</span> <span class="stringliteral"> False);</span></div> |
| <div class="line"><a name="l00598"></a><span class="lineno"> 598</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00599"></a><span class="lineno"> 599</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00600"></a><span class="lineno"> 600</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00601"></a><span class="lineno"> 601</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00602"></a><span class="lineno"> 602</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00603"></a><span class="lineno"> 603</span> <span class="comment"> * @brief Marginal effects with default variable_names</span></div> |
| <div class="line"><a name="l00604"></a><span class="lineno"> 604</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l00605"></a><span class="lineno"> 605</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00606"></a><span class="lineno"> 606</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00607"></a><span class="lineno"> 607</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00608"></a><span class="lineno"> 608</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00609"></a><span class="lineno"> 609</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00610"></a><span class="lineno"> 610</span>  , grouping_cols VARCHAR -- name of grouping cols</div> |
| <div class="line"><a name="l00611"></a><span class="lineno"> 611</span>  , marginal_vars INTEGER[] -- indices of variables to calculate marginal effects on</div> |
| <div class="line"><a name="l00612"></a><span class="lineno"> 612</span>  , max_iter INTEGER -- Max iterations for the logstic regression inner call</div> |
| <div class="line"><a name="l00613"></a><span class="lineno"> 613</span>  , optimizer VARCHAR -- Logistic regression optimizer</div> |
| <div class="line"><a name="l00614"></a><span class="lineno"> 614</span>  )</div> |
| <div class="line"><a name="l00615"></a><span class="lineno"> 615</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00616"></a><span class="lineno"> 616</span> BEGIN</div> |
| <div class="line"><a name="l00617"></a><span class="lineno"> 617</span>  PERFORM MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00618"></a><span class="lineno"> 618</span>  source_table,</div> |
| <div class="line"><a name="l00619"></a><span class="lineno"> 619</span>  out_table,</div> |
| <div class="line"><a name="l00620"></a><span class="lineno"> 620</span>  dependent_variable,</div> |
| <div class="line"><a name="l00621"></a><span class="lineno"> 621</span>  independent_variable,</div> |
| <div class="line"><a name="l00622"></a><span class="lineno"> 622</span>  grouping_cols,</div> |
| <div class="line"><a name="l00623"></a><span class="lineno"> 623</span>  marginal_vars,</div> |
| <div class="line"><a name="l00624"></a><span class="lineno"> 624</span>  max_iter,</div> |
| <div class="line"><a name="l00625"></a><span class="lineno"> 625</span>  optimizer,</div> |
| <div class="line"><a name="l00626"></a><span class="lineno"> 626</span>  0.0001,</div> |
| <div class="line"><a name="l00627"></a><span class="lineno"> 627</span>  False);</div> |
| <div class="line"><a name="l00628"></a><span class="lineno"> 628</span> END;</div> |
| <div class="line"><a name="l00629"></a><span class="lineno"> 629</span> $$ LANGUAGE plpgsql VOLATILE;</div> |
| <div class="line"><a name="l00630"></a><span class="lineno"> 630</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00631"></a><span class="lineno"> 631</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00632"></a><span class="lineno"> 632</span> <span class="comment"> * @brief Marginal effects with default variable_names</span></div> |
| <div class="line"><a name="l00633"></a><span class="lineno"> 633</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l00634"></a><span class="lineno"> 634</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00635"></a><span class="lineno"> 635</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00636"></a><span class="lineno"> 636</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00637"></a><span class="lineno"> 637</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00638"></a><span class="lineno"> 638</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00639"></a><span class="lineno"> 639</span>  , grouping_cols VARCHAR -- name of grouping cols</div> |
| <div class="line"><a name="l00640"></a><span class="lineno"> 640</span>  , marginal_vars INTEGER[] -- indices of variables to calculate marginal effects on</div> |
| <div class="line"><a name="l00641"></a><span class="lineno"> 641</span>  , max_iter INTEGER -- Max iterations for the logstic regression inner call</div> |
| <div class="line"><a name="l00642"></a><span class="lineno"> 642</span>  , optimizer VARCHAR -- Logistic regression optimizer</div> |
| <div class="line"><a name="l00643"></a><span class="lineno"> 643</span>  , tolerance DOUBLE PRECISION -- Tolerance</div> |
| <div class="line"><a name="l00644"></a><span class="lineno"> 644</span>  )</div> |
| <div class="line"><a name="l00645"></a><span class="lineno"> 645</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00646"></a><span class="lineno"> 646</span> BEGIN</div> |
| <div class="line"><a name="l00647"></a><span class="lineno"> 647</span>  PERFORM MADLIB_SCHEMA.margins_logregr(</div> |
| <div class="line"><a name="l00648"></a><span class="lineno"> 648</span>  source_table,</div> |
| <div class="line"><a name="l00649"></a><span class="lineno"> 649</span>  out_table,</div> |
| <div class="line"><a name="l00650"></a><span class="lineno"> 650</span>  dependent_variable,</div> |
| <div class="line"><a name="l00651"></a><span class="lineno"> 651</span>  independent_variable,</div> |
| <div class="line"><a name="l00652"></a><span class="lineno"> 652</span>  grouping_cols,</div> |
| <div class="line"><a name="l00653"></a><span class="lineno"> 653</span>  marginal_vars,</div> |
| <div class="line"><a name="l00654"></a><span class="lineno"> 654</span>  max_iter,</div> |
| <div class="line"><a name="l00655"></a><span class="lineno"> 655</span>  optimizer,</div> |
| <div class="line"><a name="l00656"></a><span class="lineno"> 656</span>  tolerance,</div> |
| <div class="line"><a name="l00657"></a><span class="lineno"> 657</span>  False);</div> |
| <div class="line"><a name="l00658"></a><span class="lineno"> 658</span> END;</div> |
| <div class="line"><a name="l00659"></a><span class="lineno"> 659</span> $$ LANGUAGE plpgsql VOLATILE;</div> |
| <div class="line"><a name="l00660"></a><span class="lineno"> 660</span> -- End of Default Variable calls for margins_logregr</div> |
| <div class="line"><a name="l00661"></a><span class="lineno"> 661</span> ------------------------------------------------------------------------------</div> |
| <div class="line"><a name="l00662"></a><span class="lineno"> 662</span> </div> |
| <div class="line"><a name="l00663"></a><span class="lineno"> 663</span> </div> |
| <div class="line"><a name="l00664"></a><span class="lineno"> 664</span> </div> |
| <div class="line"><a name="l00665"></a><span class="lineno"> 665</span> ------------------ Marginal Multi-Logistic Regression ------------------------------</div> |
| <div class="line"><a name="l00666"></a><span class="lineno"> 666</span> </div> |
| <div class="line"><a name="l00667"></a><span class="lineno"> 667</span> CREATE TYPE MADLIB_SCHEMA.marginal_mlogregr_result AS (</div> |
| <div class="line"><a name="l00668"></a><span class="lineno"> 668</span>  margins DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00669"></a><span class="lineno"> 669</span>  coef DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00670"></a><span class="lineno"> 670</span>  std_err DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00671"></a><span class="lineno"> 671</span>  t_stats DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00672"></a><span class="lineno"> 672</span>  p_values DOUBLE PRECISION[]</div> |
| <div class="line"><a name="l00673"></a><span class="lineno"> 673</span> );</div> |
| <div class="line"><a name="l00674"></a><span class="lineno"> 674</span> </div> |
| <div class="line"><a name="l00675"></a><span class="lineno"> 675</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.mlogregr_marginal_step_transition(</div> |
| <div class="line"><a name="l00676"></a><span class="lineno"> 676</span>  state DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00677"></a><span class="lineno"> 677</span>  y INTEGER,</div> |
| <div class="line"><a name="l00678"></a><span class="lineno"> 678</span>  num_categories INTEGER,</div> |
| <div class="line"><a name="l00679"></a><span class="lineno"> 679</span>  ref_category INTEGER,</div> |
| <div class="line"><a name="l00680"></a><span class="lineno"> 680</span>  x DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00681"></a><span class="lineno"> 681</span>  coef DOUBLE PRECISION[])</div> |
| <div class="line"><a name="l00682"></a><span class="lineno"> 682</span> RETURNS DOUBLE PRECISION[]</div> |
| <div class="line"><a name="l00683"></a><span class="lineno"> 683</span> AS 'MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00684"></a><span class="lineno"> 684</span> <span class="stringliteral">LANGUAGE C IMMUTABLE;</span></div> |
| <div class="line"><a name="l00685"></a><span class="lineno"> 685</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00686"></a><span class="lineno"> 686</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.mlogregr_marginal_step_merge_states(</span></div> |
| <div class="line"><a name="l00687"></a><span class="lineno"> 687</span> <span class="stringliteral"> state1 DOUBLE PRECISION[],</span></div> |
| <div class="line"><a name="l00688"></a><span class="lineno"> 688</span> <span class="stringliteral"> state2 DOUBLE PRECISION[])</span></div> |
| <div class="line"><a name="l00689"></a><span class="lineno"> 689</span> <span class="stringliteral">RETURNS DOUBLE PRECISION[]</span></div> |
| <div class="line"><a name="l00690"></a><span class="lineno"> 690</span> <span class="stringliteral">AS '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00691"></a><span class="lineno"> 691</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00692"></a><span class="lineno"> 692</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00693"></a><span class="lineno"> 693</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00694"></a><span class="lineno"> 694</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.mlogregr_marginal_step_final(</span></div> |
| <div class="line"><a name="l00695"></a><span class="lineno"> 695</span> <span class="stringliteral"> state DOUBLE PRECISION[])</span></div> |
| <div class="line"><a name="l00696"></a><span class="lineno"> 696</span> <span class="stringliteral">RETURNS MADLIB_SCHEMA.marginal_mlogregr_result</span></div> |
| <div class="line"><a name="l00697"></a><span class="lineno"> 697</span> <span class="stringliteral">AS '</span>MODULE_PATHNAME<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00698"></a><span class="lineno"> 698</span> <span class="stringliteral">LANGUAGE C IMMUTABLE STRICT;</span></div> |
| <div class="line"><a name="l00699"></a><span class="lineno"> 699</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00700"></a><span class="lineno"> 700</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00701"></a><span class="lineno"> 701</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00702"></a><span class="lineno"> 702</span> <span class="comment"> * @brief Compute marginal effects for multinomial logistic regression.</span></div> |
| <div class="line"><a name="l00703"></a><span class="lineno"> 703</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00704"></a><span class="lineno"> 704</span> <span class="comment"> * @param dependentVariable Column containing the dependent variable</span></div> |
| <div class="line"><a name="l00705"></a><span class="lineno"> 705</span> <span class="comment"> * @param independentVariables Column containing the array of independent variables</span></div> |
| <div class="line"><a name="l00706"></a><span class="lineno"> 706</span> <span class="comment"> * @param num_categories Number of categories</span></div> |
| <div class="line"><a name="l00707"></a><span class="lineno"> 707</span> <span class="comment"> * @param ref_category Reference category</span></div> |
| <div class="line"><a name="l00708"></a><span class="lineno"> 708</span> <span class="comment"> * @param coef Column containing the array of the coefficients (as obtained by mlogregr)</span></div> |
| <div class="line"><a name="l00709"></a><span class="lineno"> 709</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00710"></a><span class="lineno"> 710</span> <span class="comment"> * @par</span></div> |
| <div class="line"><a name="l00711"></a><span class="lineno"> 711</span> <span class="comment"> * To include an intercept in the model, set one coordinate in the</span></div> |
| <div class="line"><a name="l00712"></a><span class="lineno"> 712</span> <span class="comment"> * <tt>independentVariables</tt> array to 1.</span></div> |
| <div class="line"><a name="l00713"></a><span class="lineno"> 713</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00714"></a><span class="lineno"> 714</span> <span class="comment"> * @return A composite value:</span></div> |
| <div class="line"><a name="l00715"></a><span class="lineno"> 715</span> <span class="comment"> * - <tt>margins FLOAT8[] </tt> - Array of marginal effects</span></div> |
| <div class="line"><a name="l00716"></a><span class="lineno"> 716</span> <span class="comment"> * - <tt>coef FLOAT8[] </tt> - The coefficients for the regression</span></div> |
| <div class="line"><a name="l00717"></a><span class="lineno"> 717</span> <span class="comment"> * - <tt>std_err FLOAT8[]</tt> - Array of standard-errors (using the delta method),</span></div> |
| <div class="line"><a name="l00718"></a><span class="lineno"> 718</span> <span class="comment"> * - <tt>t_stats FLOAT8[]</tt> - Array of t-statistics</span></div> |
| <div class="line"><a name="l00719"></a><span class="lineno"> 719</span> <span class="comment"> * - <tt>p_values FLOAT8[]</tt> - Array of p-values</span></div> |
| <div class="line"><a name="l00720"></a><span class="lineno"> 720</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00721"></a><span class="lineno"> 721</span> <span class="comment"> * @usage</span></div> |
| <div class="line"><a name="l00722"></a><span class="lineno"> 722</span> <span class="comment"> * - Get all the diagnostic statistics:\n</span></div> |
| <div class="line"><a name="l00723"></a><span class="lineno"> 723</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00724"></a><span class="lineno"> 724</span> <span class="comment"> * <pre> SELECT marginal_mlogregr(<em>dependentVariable</em>,</span></div> |
| <div class="line"><a name="l00725"></a><span class="lineno"> 725</span> <span class="comment"> * <em>independentVariables</em>, coef)</span></div> |
| <div class="line"><a name="l00726"></a><span class="lineno"> 726</span> <span class="comment"> * FROM <em>dataTable</em>;</span></div> |
| <div class="line"><a name="l00727"></a><span class="lineno"> 727</span> <span class="comment"> * </pre></span></div> |
| <div class="line"><a name="l00728"></a><span class="lineno"> 728</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00729"></a><span class="lineno"> 729</span> </div> |
| <div class="line"><a name="l00730"></a><span class="lineno"> 730</span> CREATE AGGREGATE MADLIB_SCHEMA.marginal_mlogregr(</div> |
| <div class="line"><a name="l00731"></a><span class="lineno"> 731</span>  /*+ "dependentVariable" */ INTEGER,</div> |
| <div class="line"><a name="l00732"></a><span class="lineno"> 732</span>  /*+ "num_categories" */ INTEGER,</div> |
| <div class="line"><a name="l00733"></a><span class="lineno"> 733</span>  /*+ "ref_category" */ INTEGER,</div> |
| <div class="line"><a name="l00734"></a><span class="lineno"> 734</span>  /*+ "independentVariables" */ DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00735"></a><span class="lineno"> 735</span>  /*+ "coef" */ DOUBLE PRECISION[] )(</div> |
| <div class="line"><a name="l00736"></a><span class="lineno"> 736</span>  STYPE=DOUBLE PRECISION[],</div> |
| <div class="line"><a name="l00737"></a><span class="lineno"> 737</span>  SFUNC=MADLIB_SCHEMA.mlogregr_marginal_step_transition,</div> |
| <div class="line"><a name="l00738"></a><span class="lineno"> 738</span>  m4_ifdef(`__GREENPLUM__',`PREFUNC=MADLIB_SCHEMA.mlogregr_marginal_step_merge_states,<span class="stringliteral">')</span></div> |
| <div class="line"><a name="l00739"></a><span class="lineno"> 739</span> <span class="stringliteral"> FINALFUNC=MADLIB_SCHEMA.mlogregr_marginal_step_final,</span></div> |
| <div class="line"><a name="l00740"></a><span class="lineno"> 740</span> <span class="stringliteral"> INITCOND='</span>{0,0,0,0,0,0}<span class="stringliteral">'</span></div> |
| <div class="line"><a name="l00741"></a><span class="lineno"> 741</span> <span class="stringliteral">);</span></div> |
| <div class="line"><a name="l00742"></a><span class="lineno"> 742</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00743"></a><span class="lineno"> 743</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00744"></a><span class="lineno"> 744</span> <span class="stringliteral">--------------------------- Interface ----------------------------------</span></div> |
| <div class="line"><a name="l00745"></a><span class="lineno"> 745</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00746"></a><span class="lineno"> 746</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_mlogregr(</span></div> |
| <div class="line"><a name="l00747"></a><span class="lineno"> 747</span> <span class="stringliteral"> usage_string VARCHAR -- usage string</span></div> |
| <div class="line"><a name="l00748"></a><span class="lineno"> 748</span> <span class="stringliteral">)</span></div> |
| <div class="line"><a name="l00749"></a><span class="lineno"> 749</span> <span class="stringliteral">RETURNS VARCHAR AS $$</span></div> |
| <div class="line"><a name="l00750"></a><span class="lineno"> 750</span> <span class="stringliteral">DECLARE</span></div> |
| <div class="line"><a name="l00751"></a><span class="lineno"> 751</span> <span class="stringliteral">insert_string VARCHAR;</span></div> |
| <div class="line"><a name="l00752"></a><span class="lineno"> 752</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00753"></a><span class="lineno"> 753</span> <span class="stringliteral"> IF (usage_string = '</span><span class="stringliteral">' OR usage_string = '</span>help<span class="stringliteral">' OR usage_string = '</span>?<span class="stringliteral">') THEN</span></div> |
| <div class="line"><a name="l00754"></a><span class="lineno"> 754</span> <span class="stringliteral"> insert_string := '</span><span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00755"></a><span class="lineno"> 755</span> <span class="stringliteral"> E'</span>Summary \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00756"></a><span class="lineno"> 756</span> <span class="stringliteral"> E'</span>-----------------------------------------------------------------------------------------\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00757"></a><span class="lineno"> 757</span> <span class="stringliteral"> E'</span> Functionality: Calculate marginal effects <span class="keywordflow">for</span> <a class="code" href="logistic_8sql__in.html#a4ded9be5c8b111dbb3109efaad83d69e" title="Evaluate the usual logistic function in an under-/overflow-safe way. ">logistic</a> regression\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00758"></a><span class="lineno"> 758</span> <span class="stringliteral"> E'</span> The funciton first runs the regression and then calculates the \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00759"></a><span class="lineno"> 759</span> <span class="stringliteral"> E'</span> coefficients and uses them to calculate the marginal effects \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00760"></a><span class="lineno"> 760</span> <span class="stringliteral"> E'</span> SELECT {schema_madlib}.margins_mlogregr(<span class="stringliteral">''</span>source_table<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00761"></a><span class="lineno"> 761</span> <span class="stringliteral"> E'</span> ,<span class="stringliteral">''</span>output_table<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00762"></a><span class="lineno"> 762</span> <span class="stringliteral"> E'</span> ,<span class="stringliteral">''</span>dependent_variable<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00763"></a><span class="lineno"> 763</span> <span class="stringliteral"> E'</span> ,<span class="stringliteral">''</span>independent_variable<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00764"></a><span class="lineno"> 764</span> <span class="stringliteral"> E'</span> [, ref_category \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00765"></a><span class="lineno"> 765</span> <span class="stringliteral"> E'</span> ,<span class="stringliteral">''</span>grouping_cols<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00766"></a><span class="lineno"> 766</span> <span class="stringliteral"> E'</span> ,<span class="stringliteral">''</span>marginal_variables<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00767"></a><span class="lineno"> 767</span> <span class="stringliteral"> E'</span> , max_iter \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00768"></a><span class="lineno"> 768</span> <span class="stringliteral"> E'</span> ,<span class="stringliteral">''</span>optimizer<span class="stringliteral">''</span> \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00769"></a><span class="lineno"> 769</span> <span class="stringliteral"> E'</span> , tolerance \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00770"></a><span class="lineno"> 770</span> <span class="stringliteral"> E'</span> , verbose_mode \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00771"></a><span class="lineno"> 771</span> <span class="stringliteral"> E'</span> ]<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00772"></a><span class="lineno"> 772</span> <span class="stringliteral"> E'</span> );\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00773"></a><span class="lineno"> 773</span> <span class="stringliteral"> E'</span>For more details on <span class="keyword">function</span> usage: \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00774"></a><span class="lineno"> 774</span> <span class="stringliteral"> E'</span>SELECT {schema_madlib}.margins_mlogregr(<span class="stringliteral">''</span>usage<span class="stringliteral">''</span>) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00775"></a><span class="lineno"> 775</span> <span class="stringliteral"> E'</span><span class="stringliteral">';</span></div> |
| <div class="line"><a name="l00776"></a><span class="lineno"> 776</span> <span class="stringliteral"> ElSIF (usage_string = '</span>usage<span class="stringliteral">') THEN</span></div> |
| <div class="line"><a name="l00777"></a><span class="lineno"> 777</span> <span class="stringliteral"> insert_string := '</span><span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00778"></a><span class="lineno"> 778</span> <span class="stringliteral"> E'</span>-----------------------------------------------------------------------------------------\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00779"></a><span class="lineno"> 779</span> <span class="stringliteral"> E'</span>Usage\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00780"></a><span class="lineno"> 780</span> <span class="stringliteral"> E'</span>-----------------------------------------------------------------------------------------\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00781"></a><span class="lineno"> 781</span> <span class="stringliteral"> E'</span> SELECT {schema_madlib}.margins_mlogregr( \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00782"></a><span class="lineno"> 782</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>source_table<span class="stringliteral">''</span>, -- Name of data table \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00783"></a><span class="lineno"> 783</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>output_table<span class="stringliteral">''</span>, -- Name of result table (overwrites <span class="keywordflow">if</span> exists) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00784"></a><span class="lineno"> 784</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>dependent_variable<span class="stringliteral">''</span>, -- Name of column <span class="keywordflow">for</span> dependent variables\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00785"></a><span class="lineno"> 785</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>independent_variable<span class="stringliteral">''</span>, -- Name of column <span class="keywordflow">for</span> independent variables\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00786"></a><span class="lineno"> 786</span> <span class="stringliteral"> E'</span> (can be any SQL expression that evaluates to an array)\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00787"></a><span class="lineno"> 787</span> <span class="stringliteral"> E'</span>[ ref_category, -- Reference category <span class="keywordflow">for</span> the multinomial logisitic regressionby\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00788"></a><span class="lineno"> 788</span> <span class="stringliteral"> E'</span> (Optional : Default 0) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00789"></a><span class="lineno"> 789</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>group_cols<span class="stringliteral">''</span>, -- Comma separated <span class="keywordtype">string</span> with columns to group by\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00790"></a><span class="lineno"> 790</span> <span class="stringliteral"> E'</span> (Optional : Default NULL => no grouping) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00791"></a><span class="lineno"> 791</span> <span class="stringliteral"> E'</span> margins_vars, -- Index list (base 1) representing the independent variables to compute marginal effects on \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00792"></a><span class="lineno"> 792</span> <span class="stringliteral"> E'</span> (Optional : Default NULL which computes marginal effects on all variables) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00793"></a><span class="lineno"> 793</span> <span class="stringliteral"> E'</span> max_iter, -- Maximum number of iterations <span class="keywordflow">for</span> the <a class="code" href="logistic_8sql__in.html#a4ded9be5c8b111dbb3109efaad83d69e" title="Evaluate the usual logistic function in an under-/overflow-safe way. ">logistic</a> regression\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00794"></a><span class="lineno"> 794</span> <span class="stringliteral"> E'</span> (Optional : Default 20) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00795"></a><span class="lineno"> 795</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>optimizer<span class="stringliteral">''</span>, -- Optimizer <span class="keywordflow">for</span> <a class="code" href="logistic_8sql__in.html#a4ded9be5c8b111dbb3109efaad83d69e" title="Evaluate the usual logistic function in an under-/overflow-safe way. ">logistic</a> regression (newton/irls, cg or igd)\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00796"></a><span class="lineno"> 796</span> <span class="stringliteral"> E'</span> (Optional : Default irls) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00797"></a><span class="lineno"> 797</span> <span class="stringliteral"> E'</span> tolerance, -- Termination criterion <span class="keywordflow">for</span> <a class="code" href="logistic_8sql__in.html#a4ded9be5c8b111dbb3109efaad83d69e" title="Evaluate the usual logistic function in an under-/overflow-safe way. ">logistic</a> regression (relative)\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00798"></a><span class="lineno"> 798</span> <span class="stringliteral"> E'</span> (Optional : Default 1e-4) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00799"></a><span class="lineno"> 799</span> <span class="stringliteral"> E'</span> verbose_mode, -- Verbose mode \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00800"></a><span class="lineno"> 800</span> <span class="stringliteral"> E'</span> (Optional : Default False) \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00801"></a><span class="lineno"> 801</span> <span class="stringliteral"> E'</span>]<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00802"></a><span class="lineno"> 802</span> <span class="stringliteral"> E'</span> );\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00803"></a><span class="lineno"> 803</span> <span class="stringliteral"> E'</span>\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00804"></a><span class="lineno"> 804</span> <span class="stringliteral"> E'</span>-----------------------------------------------------------------------------------------\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00805"></a><span class="lineno"> 805</span> <span class="stringliteral"> E'</span>Output:\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00806"></a><span class="lineno"> 806</span> <span class="stringliteral"> E'</span>-----------------------------------------------------------------------------------------\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00807"></a><span class="lineno"> 807</span> <span class="stringliteral"> E'</span> The output table (<span class="stringliteral">''</span>output_table<span class="stringliteral">''</span> above) has the following columns\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00808"></a><span class="lineno"> 808</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>margins<span class="stringliteral">''</span> DOUBLE PRECISION[], -- Marginal effects \n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00809"></a><span class="lineno"> 809</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>std_err<span class="stringliteral">''</span> DOUBLE PRECISION[], -- Standard errors <span class="keyword">using</span> the delta method\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00810"></a><span class="lineno"> 810</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>t_stats<span class="stringliteral">''</span> DOUBLE PRECISION[], -- T-stats of the standard errors\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00811"></a><span class="lineno"> 811</span> <span class="stringliteral"> E'</span> <span class="stringliteral">''</span>p_values<span class="stringliteral">''</span> DOUBLE PRECISION[], -- p-values of the standard errors\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00812"></a><span class="lineno"> 812</span> <span class="stringliteral"> E'</span>\n<span class="stringliteral">' ||</span></div> |
| <div class="line"><a name="l00813"></a><span class="lineno"> 813</span> <span class="stringliteral"> E'</span><span class="stringliteral">';</span></div> |
| <div class="line"><a name="l00814"></a><span class="lineno"> 814</span> <span class="stringliteral"> ELSE</span></div> |
| <div class="line"><a name="l00815"></a><span class="lineno"> 815</span> <span class="stringliteral"> insert_string := '</span>No such option. Run SELECT {schema_madlib}.margins_mlogregr()<span class="stringliteral">';</span></div> |
| <div class="line"><a name="l00816"></a><span class="lineno"> 816</span> <span class="stringliteral"> END IF;</span></div> |
| <div class="line"><a name="l00817"></a><span class="lineno"> 817</span> <span class="stringliteral"> RETURN insert_string;</span></div> |
| <div class="line"><a name="l00818"></a><span class="lineno"> 818</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00819"></a><span class="lineno"> 819</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00820"></a><span class="lineno"> 820</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00821"></a><span class="lineno"> 821</span> <span class="stringliteral">CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_mlogregr()</span></div> |
| <div class="line"><a name="l00822"></a><span class="lineno"> 822</span> <span class="stringliteral">RETURNS VARCHAR AS $$</span></div> |
| <div class="line"><a name="l00823"></a><span class="lineno"> 823</span> <span class="stringliteral">BEGIN</span></div> |
| <div class="line"><a name="l00824"></a><span class="lineno"> 824</span> <span class="stringliteral"> RETURN MADLIB_SCHEMA.margins_mlogregr('</span><span class="stringliteral">');</span></div> |
| <div class="line"><a name="l00825"></a><span class="lineno"> 825</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00826"></a><span class="lineno"> 826</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00827"></a><span class="lineno"> 827</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l00828"></a><span class="lineno"> 828</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00829"></a><span class="lineno"> 829</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00830"></a><span class="lineno"> 830</span> <span class="comment"> @brief A wrapper function for the various marginal multinomial regression</span></div> |
| <div class="line"><a name="l00831"></a><span class="lineno"> 831</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00832"></a><span class="lineno"> 832</span> <span class="comment"> * @param source_table String identifying the input table</span></div> |
| <div class="line"><a name="l00833"></a><span class="lineno"> 833</span> <span class="comment"> * @param out_table String identifying the output table to be created</span></div> |
| <div class="line"><a name="l00834"></a><span class="lineno"> 834</span> <span class="comment"> * @param dependent_varname Column containing the dependent variable</span></div> |
| <div class="line"><a name="l00835"></a><span class="lineno"> 835</span> <span class="comment"> * @param input_independent_varname Column containing the array of independent variables</span></div> |
| <div class="line"><a name="l00836"></a><span class="lineno"> 836</span> <span class="comment"> * @param ref_category Reference category for the multinomial logistic regression</span></div> |
| <div class="line"><a name="l00837"></a><span class="lineno"> 837</span> <span class="comment"> * @param grouping_cols Set of columns to group by.</span></div> |
| <div class="line"><a name="l00838"></a><span class="lineno"> 838</span> <span class="comment"> * @param marginal_vars Subset of independent variables to calculate marginal effects for.</span></div> |
| <div class="line"><a name="l00839"></a><span class="lineno"> 839</span> <span class="comment"> * @param max_iter Maximum number of iterations</span></div> |
| <div class="line"><a name="l00840"></a><span class="lineno"> 840</span> <span class="comment"> * @param optimzer Optimizer to be used (newton/irls, cg or idg)</span></div> |
| <div class="line"><a name="l00841"></a><span class="lineno"> 841</span> <span class="comment"> * @param tolerance Resiual tolerance</span></div> |
| <div class="line"><a name="l00842"></a><span class="lineno"> 842</span> <span class="comment"> * @param verbose_mode Verbose mode (on/off)</span></div> |
| <div class="line"><a name="l00843"></a><span class="lineno"> 843</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00844"></a><span class="lineno"> 844</span> <span class="comment"> * @par</span></div> |
| <div class="line"><a name="l00845"></a><span class="lineno"> 845</span> <span class="comment"> * To include an intercept in the model, set one coordinate in the</span></div> |
| <div class="line"><a name="l00846"></a><span class="lineno"> 846</span> <span class="comment"> * <tt>independentVariables</tt> array to 1.</span></div> |
| <div class="line"><a name="l00847"></a><span class="lineno"> 847</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00848"></a><span class="lineno"> 848</span> <span class="comment"> * @return void</span></div> |
| <div class="line"><a name="l00849"></a><span class="lineno"> 849</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00850"></a><span class="lineno"> 850</span> <span class="comment"> * @usage</span></div> |
| <div class="line"><a name="l00851"></a><span class="lineno"> 851</span> <span class="comment"> * For function summary information. Run</span></div> |
| <div class="line"><a name="l00852"></a><span class="lineno"> 852</span> <span class="comment"> * sql> select margins_mlogregr('help');</span></div> |
| <div class="line"><a name="l00853"></a><span class="lineno"> 853</span> <span class="comment"> * OR</span></div> |
| <div class="line"><a name="l00854"></a><span class="lineno"> 854</span> <span class="comment"> * sql> select margins_mlogregr();</span></div> |
| <div class="line"><a name="l00855"></a><span class="lineno"> 855</span> <span class="comment"> * OR</span></div> |
| <div class="line"><a name="l00856"></a><span class="lineno"> 856</span> <span class="comment"> * sql> select margins_mlogregr('?');</span></div> |
| <div class="line"><a name="l00857"></a><span class="lineno"> 857</span> <span class="comment"> * For function usage information. Run</span></div> |
| <div class="line"><a name="l00858"></a><span class="lineno"> 858</span> <span class="comment"> * sql> select margins_mlogregr('usage');</span></div> |
| <div class="line"><a name="l00859"></a><span class="lineno"> 859</span> <span class="comment"> *</span></div> |
| <div class="line"><a name="l00860"></a><span class="lineno"> 860</span> <span class="comment"> */</span></div> |
| <div class="line"><a name="l00861"></a><span class="lineno"> 861</span> </div> |
| <div class="line"><a name="l00862"></a><span class="lineno"> 862</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l00863"></a><span class="lineno"> 863</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00864"></a><span class="lineno"> 864</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00865"></a><span class="lineno"> 865</span>  , dependent_varname VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00866"></a><span class="lineno"> 866</span>  , input_independent_varname VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00867"></a><span class="lineno"> 867</span>  , ref_category INTEGER -- reference category</div> |
| <div class="line"><a name="l00868"></a><span class="lineno"> 868</span>  , input_group_cols VARCHAR -- names of columns to group by</div> |
| <div class="line"><a name="l00869"></a><span class="lineno"> 869</span>  , marginal_vars INTEGER[] -- indices of variables to calculate marginal effects on</div> |
| <div class="line"><a name="l00870"></a><span class="lineno"> 870</span>  , max_iter INTEGER -- Max iterations for the logstic regression inner call</div> |
| <div class="line"><a name="l00871"></a><span class="lineno"> 871</span>  , optimizer VARCHAR -- Logistic regression optimizer</div> |
| <div class="line"><a name="l00872"></a><span class="lineno"> 872</span>  , tolerance DOUBLE PRECISION -- Tolerance</div> |
| <div class="line"><a name="l00873"></a><span class="lineno"> 873</span>  , verbose_mode BOOLEAN -- Verbose mode</div> |
| <div class="line"><a name="l00874"></a><span class="lineno"> 874</span>  )</div> |
| <div class="line"><a name="l00875"></a><span class="lineno"> 875</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00876"></a><span class="lineno"> 876</span> PythonFunction(regress, marginal, margins_mlogregr)</div> |
| <div class="line"><a name="l00877"></a><span class="lineno"> 877</span> $$ LANGUAGE plpythonu;</div> |
| <div class="line"><a name="l00878"></a><span class="lineno"> 878</span> </div> |
| <div class="line"><a name="l00879"></a><span class="lineno"> 879</span> </div> |
| <div class="line"><a name="l00880"></a><span class="lineno"> 880</span> </div> |
| <div class="line"><a name="l00881"></a><span class="lineno"> 881</span> -- Default Variable calls for margins_mlogregr</div> |
| <div class="line"><a name="l00882"></a><span class="lineno"> 882</span> ------------------------------------------------------------------------------</div> |
| <div class="line"><a name="l00883"></a><span class="lineno"> 883</span> <span class="comment"></span></div> |
| <div class="line"><a name="l00884"></a><span class="lineno"> 884</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00885"></a><span class="lineno"> 885</span> <span class="comment"> * @brief Marginal effects with default variables</span></div> |
| <div class="line"><a name="l00886"></a><span class="lineno"> 886</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l00887"></a><span class="lineno"> 887</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l00888"></a><span class="lineno"> 888</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00889"></a><span class="lineno"> 889</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00890"></a><span class="lineno"> 890</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00891"></a><span class="lineno"> 891</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00892"></a><span class="lineno"> 892</span>  )</div> |
| <div class="line"><a name="l00893"></a><span class="lineno"> 893</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00894"></a><span class="lineno"> 894</span> BEGIN</div> |
| <div class="line"><a name="l00895"></a><span class="lineno"> 895</span>  PERFORM MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l00896"></a><span class="lineno"> 896</span>  source_table,</div> |
| <div class="line"><a name="l00897"></a><span class="lineno"> 897</span>  out_table,</div> |
| <div class="line"><a name="l00898"></a><span class="lineno"> 898</span>  dependent_variable,</div> |
| <div class="line"><a name="l00899"></a><span class="lineno"> 899</span>  independent_variable,</div> |
| <div class="line"><a name="l00900"></a><span class="lineno"> 900</span>  0,</div> |
| <div class="line"><a name="l00901"></a><span class="lineno"> 901</span>  NULL,</div> |
| <div class="line"><a name="l00902"></a><span class="lineno"> 902</span>  NULL,</div> |
| <div class="line"><a name="l00903"></a><span class="lineno"> 903</span>  20,</div> |
| <div class="line"><a name="l00904"></a><span class="lineno"> 904</span>  'irls<span class="stringliteral">',</span></div> |
| <div class="line"><a name="l00905"></a><span class="lineno"> 905</span> <span class="stringliteral"> 0.0001,</span></div> |
| <div class="line"><a name="l00906"></a><span class="lineno"> 906</span> <span class="stringliteral"> False);</span></div> |
| <div class="line"><a name="l00907"></a><span class="lineno"> 907</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00908"></a><span class="lineno"> 908</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00909"></a><span class="lineno"> 909</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00910"></a><span class="lineno"> 910</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00911"></a><span class="lineno"> 911</span> <span class="comment"> * @brief Marginal effects with default variables</span></div> |
| <div class="line"><a name="l00912"></a><span class="lineno"> 912</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l00913"></a><span class="lineno"> 913</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l00914"></a><span class="lineno"> 914</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00915"></a><span class="lineno"> 915</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00916"></a><span class="lineno"> 916</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00917"></a><span class="lineno"> 917</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00918"></a><span class="lineno"> 918</span>  , ref_category INTEGER -- reference category</div> |
| <div class="line"><a name="l00919"></a><span class="lineno"> 919</span>  )</div> |
| <div class="line"><a name="l00920"></a><span class="lineno"> 920</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00921"></a><span class="lineno"> 921</span> BEGIN</div> |
| <div class="line"><a name="l00922"></a><span class="lineno"> 922</span>  PERFORM MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l00923"></a><span class="lineno"> 923</span>  source_table,</div> |
| <div class="line"><a name="l00924"></a><span class="lineno"> 924</span>  out_table,</div> |
| <div class="line"><a name="l00925"></a><span class="lineno"> 925</span>  dependent_variable,</div> |
| <div class="line"><a name="l00926"></a><span class="lineno"> 926</span>  independent_variable,</div> |
| <div class="line"><a name="l00927"></a><span class="lineno"> 927</span>  ref_category,</div> |
| <div class="line"><a name="l00928"></a><span class="lineno"> 928</span>  NULL,</div> |
| <div class="line"><a name="l00929"></a><span class="lineno"> 929</span>  NULL,</div> |
| <div class="line"><a name="l00930"></a><span class="lineno"> 930</span>  20,</div> |
| <div class="line"><a name="l00931"></a><span class="lineno"> 931</span>  'irls<span class="stringliteral">',</span></div> |
| <div class="line"><a name="l00932"></a><span class="lineno"> 932</span> <span class="stringliteral"> 0.0001,</span></div> |
| <div class="line"><a name="l00933"></a><span class="lineno"> 933</span> <span class="stringliteral"> False);</span></div> |
| <div class="line"><a name="l00934"></a><span class="lineno"> 934</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00935"></a><span class="lineno"> 935</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00936"></a><span class="lineno"> 936</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00937"></a><span class="lineno"> 937</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00938"></a><span class="lineno"> 938</span> <span class="comment"> * @brief Marginal effects with default variable_names</span></div> |
| <div class="line"><a name="l00939"></a><span class="lineno"> 939</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l00940"></a><span class="lineno"> 940</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l00941"></a><span class="lineno"> 941</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00942"></a><span class="lineno"> 942</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00943"></a><span class="lineno"> 943</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00944"></a><span class="lineno"> 944</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00945"></a><span class="lineno"> 945</span>  , ref_category INTEGER -- reference category</div> |
| <div class="line"><a name="l00946"></a><span class="lineno"> 946</span>  , grouping_cols VARCHAR -- name of grouping cols</div> |
| <div class="line"><a name="l00947"></a><span class="lineno"> 947</span>  )</div> |
| <div class="line"><a name="l00948"></a><span class="lineno"> 948</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00949"></a><span class="lineno"> 949</span> BEGIN</div> |
| <div class="line"><a name="l00950"></a><span class="lineno"> 950</span>  PERFORM MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l00951"></a><span class="lineno"> 951</span>  source_table,</div> |
| <div class="line"><a name="l00952"></a><span class="lineno"> 952</span>  out_table,</div> |
| <div class="line"><a name="l00953"></a><span class="lineno"> 953</span>  dependent_variable,</div> |
| <div class="line"><a name="l00954"></a><span class="lineno"> 954</span>  independent_variable,</div> |
| <div class="line"><a name="l00955"></a><span class="lineno"> 955</span>  ref_category,</div> |
| <div class="line"><a name="l00956"></a><span class="lineno"> 956</span>  grouping_cols,</div> |
| <div class="line"><a name="l00957"></a><span class="lineno"> 957</span>  NULL,</div> |
| <div class="line"><a name="l00958"></a><span class="lineno"> 958</span>  20,</div> |
| <div class="line"><a name="l00959"></a><span class="lineno"> 959</span>  'irls<span class="stringliteral">',</span></div> |
| <div class="line"><a name="l00960"></a><span class="lineno"> 960</span> <span class="stringliteral"> 0.0001,</span></div> |
| <div class="line"><a name="l00961"></a><span class="lineno"> 961</span> <span class="stringliteral"> False);</span></div> |
| <div class="line"><a name="l00962"></a><span class="lineno"> 962</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00963"></a><span class="lineno"> 963</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00964"></a><span class="lineno"> 964</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00965"></a><span class="lineno"> 965</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00966"></a><span class="lineno"> 966</span> <span class="comment"> * @brief Marginal effects with default variable_names</span></div> |
| <div class="line"><a name="l00967"></a><span class="lineno"> 967</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l00968"></a><span class="lineno"> 968</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l00969"></a><span class="lineno"> 969</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00970"></a><span class="lineno"> 970</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l00971"></a><span class="lineno"> 971</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l00972"></a><span class="lineno"> 972</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l00973"></a><span class="lineno"> 973</span>  , ref_category INTEGER -- reference category</div> |
| <div class="line"><a name="l00974"></a><span class="lineno"> 974</span>  , grouping_cols VARCHAR -- name of grouping cols</div> |
| <div class="line"><a name="l00975"></a><span class="lineno"> 975</span>  , marginal_vars INTEGER[] -- indices of variables to calculate marginal effects on</div> |
| <div class="line"><a name="l00976"></a><span class="lineno"> 976</span>  )</div> |
| <div class="line"><a name="l00977"></a><span class="lineno"> 977</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l00978"></a><span class="lineno"> 978</span> BEGIN</div> |
| <div class="line"><a name="l00979"></a><span class="lineno"> 979</span>  PERFORM MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l00980"></a><span class="lineno"> 980</span>  source_table,</div> |
| <div class="line"><a name="l00981"></a><span class="lineno"> 981</span>  out_table,</div> |
| <div class="line"><a name="l00982"></a><span class="lineno"> 982</span>  dependent_variable,</div> |
| <div class="line"><a name="l00983"></a><span class="lineno"> 983</span>  independent_variable,</div> |
| <div class="line"><a name="l00984"></a><span class="lineno"> 984</span>  ref_category,</div> |
| <div class="line"><a name="l00985"></a><span class="lineno"> 985</span>  grouping_cols,</div> |
| <div class="line"><a name="l00986"></a><span class="lineno"> 986</span>  marginal_vars,</div> |
| <div class="line"><a name="l00987"></a><span class="lineno"> 987</span>  20,</div> |
| <div class="line"><a name="l00988"></a><span class="lineno"> 988</span>  'irls<span class="stringliteral">',</span></div> |
| <div class="line"><a name="l00989"></a><span class="lineno"> 989</span> <span class="stringliteral"> 0.0001,</span></div> |
| <div class="line"><a name="l00990"></a><span class="lineno"> 990</span> <span class="stringliteral"> False);</span></div> |
| <div class="line"><a name="l00991"></a><span class="lineno"> 991</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l00992"></a><span class="lineno"> 992</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l00993"></a><span class="lineno"> 993</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l00994"></a><span class="lineno"> 994</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l00995"></a><span class="lineno"> 995</span> <span class="comment"> * @brief Marginal effects with default variable_names</span></div> |
| <div class="line"><a name="l00996"></a><span class="lineno"> 996</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l00997"></a><span class="lineno"> 997</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l00998"></a><span class="lineno"> 998</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l00999"></a><span class="lineno"> 999</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l01000"></a><span class="lineno"> 1000</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l01001"></a><span class="lineno"> 1001</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l01002"></a><span class="lineno"> 1002</span>  , ref_category INTEGER -- reference category</div> |
| <div class="line"><a name="l01003"></a><span class="lineno"> 1003</span>  , grouping_cols VARCHAR -- name of grouping cols</div> |
| <div class="line"><a name="l01004"></a><span class="lineno"> 1004</span>  , marginal_vars INTEGER[] -- indices of variables to calculate marginal effects on</div> |
| <div class="line"><a name="l01005"></a><span class="lineno"> 1005</span>  , max_iter INTEGER -- Max iterations for the logstic regression inner call</div> |
| <div class="line"><a name="l01006"></a><span class="lineno"> 1006</span>  )</div> |
| <div class="line"><a name="l01007"></a><span class="lineno"> 1007</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l01008"></a><span class="lineno"> 1008</span> BEGIN</div> |
| <div class="line"><a name="l01009"></a><span class="lineno"> 1009</span>  PERFORM MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l01010"></a><span class="lineno"> 1010</span>  source_table,</div> |
| <div class="line"><a name="l01011"></a><span class="lineno"> 1011</span>  out_table,</div> |
| <div class="line"><a name="l01012"></a><span class="lineno"> 1012</span>  dependent_variable,</div> |
| <div class="line"><a name="l01013"></a><span class="lineno"> 1013</span>  independent_variable,</div> |
| <div class="line"><a name="l01014"></a><span class="lineno"> 1014</span>  ref_category,</div> |
| <div class="line"><a name="l01015"></a><span class="lineno"> 1015</span>  grouping_cols,</div> |
| <div class="line"><a name="l01016"></a><span class="lineno"> 1016</span>  marginal_vars,</div> |
| <div class="line"><a name="l01017"></a><span class="lineno"> 1017</span>  max_iter,</div> |
| <div class="line"><a name="l01018"></a><span class="lineno"> 1018</span>  'irls<span class="stringliteral">',</span></div> |
| <div class="line"><a name="l01019"></a><span class="lineno"> 1019</span> <span class="stringliteral"> 0.0001,</span></div> |
| <div class="line"><a name="l01020"></a><span class="lineno"> 1020</span> <span class="stringliteral"> False);</span></div> |
| <div class="line"><a name="l01021"></a><span class="lineno"> 1021</span> <span class="stringliteral">END;</span></div> |
| <div class="line"><a name="l01022"></a><span class="lineno"> 1022</span> <span class="stringliteral">$$ LANGUAGE plpgsql VOLATILE;</span></div> |
| <div class="line"><a name="l01023"></a><span class="lineno"> 1023</span> <span class="stringliteral"></span></div> |
| <div class="line"><a name="l01024"></a><span class="lineno"> 1024</span> <span class="stringliteral"></span><span class="comment"></span></div> |
| <div class="line"><a name="l01025"></a><span class="lineno"> 1025</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l01026"></a><span class="lineno"> 1026</span> <span class="comment"> * @brief Marginal effects with default variable_names</span></div> |
| <div class="line"><a name="l01027"></a><span class="lineno"> 1027</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l01028"></a><span class="lineno"> 1028</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l01029"></a><span class="lineno"> 1029</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l01030"></a><span class="lineno"> 1030</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l01031"></a><span class="lineno"> 1031</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l01032"></a><span class="lineno"> 1032</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l01033"></a><span class="lineno"> 1033</span>  , ref_category INTEGER -- reference category</div> |
| <div class="line"><a name="l01034"></a><span class="lineno"> 1034</span>  , grouping_cols VARCHAR -- name of grouping cols</div> |
| <div class="line"><a name="l01035"></a><span class="lineno"> 1035</span>  , marginal_vars INTEGER[] -- indices of variables to calculate marginal effects on</div> |
| <div class="line"><a name="l01036"></a><span class="lineno"> 1036</span>  , max_iter INTEGER -- Max iterations for the logstic regression inner call</div> |
| <div class="line"><a name="l01037"></a><span class="lineno"> 1037</span>  , optimizer VARCHAR -- Logistic regression optimizer</div> |
| <div class="line"><a name="l01038"></a><span class="lineno"> 1038</span>  )</div> |
| <div class="line"><a name="l01039"></a><span class="lineno"> 1039</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l01040"></a><span class="lineno"> 1040</span> BEGIN</div> |
| <div class="line"><a name="l01041"></a><span class="lineno"> 1041</span>  PERFORM MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l01042"></a><span class="lineno"> 1042</span>  source_table,</div> |
| <div class="line"><a name="l01043"></a><span class="lineno"> 1043</span>  out_table,</div> |
| <div class="line"><a name="l01044"></a><span class="lineno"> 1044</span>  dependent_variable,</div> |
| <div class="line"><a name="l01045"></a><span class="lineno"> 1045</span>  independent_variable,</div> |
| <div class="line"><a name="l01046"></a><span class="lineno"> 1046</span>  ref_category,</div> |
| <div class="line"><a name="l01047"></a><span class="lineno"> 1047</span>  grouping_cols,</div> |
| <div class="line"><a name="l01048"></a><span class="lineno"> 1048</span>  marginal_vars,</div> |
| <div class="line"><a name="l01049"></a><span class="lineno"> 1049</span>  max_iter,</div> |
| <div class="line"><a name="l01050"></a><span class="lineno"> 1050</span>  optimizer,</div> |
| <div class="line"><a name="l01051"></a><span class="lineno"> 1051</span>  0.0001,</div> |
| <div class="line"><a name="l01052"></a><span class="lineno"> 1052</span>  False);</div> |
| <div class="line"><a name="l01053"></a><span class="lineno"> 1053</span> END;</div> |
| <div class="line"><a name="l01054"></a><span class="lineno"> 1054</span> $$ LANGUAGE plpgsql VOLATILE;</div> |
| <div class="line"><a name="l01055"></a><span class="lineno"> 1055</span> <span class="comment"></span></div> |
| <div class="line"><a name="l01056"></a><span class="lineno"> 1056</span> <span class="comment">/**</span></div> |
| <div class="line"><a name="l01057"></a><span class="lineno"> 1057</span> <span class="comment"> * @brief Marginal effects with default variable_names</span></div> |
| <div class="line"><a name="l01058"></a><span class="lineno"> 1058</span> <span class="comment"> **/</span></div> |
| <div class="line"><a name="l01059"></a><span class="lineno"> 1059</span> CREATE OR REPLACE FUNCTION MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l01060"></a><span class="lineno"> 1060</span>  source_table VARCHAR -- name of input table</div> |
| <div class="line"><a name="l01061"></a><span class="lineno"> 1061</span>  , out_table VARCHAR -- name of output table</div> |
| <div class="line"><a name="l01062"></a><span class="lineno"> 1062</span>  , dependent_variable VARCHAR -- name of dependent variable</div> |
| <div class="line"><a name="l01063"></a><span class="lineno"> 1063</span>  , independent_variable VARCHAR -- name of independent variable</div> |
| <div class="line"><a name="l01064"></a><span class="lineno"> 1064</span>  , ref_category INTEGER -- reference category</div> |
| <div class="line"><a name="l01065"></a><span class="lineno"> 1065</span>  , grouping_cols VARCHAR -- name of grouping cols</div> |
| <div class="line"><a name="l01066"></a><span class="lineno"> 1066</span>  , marginal_vars INTEGER[] -- indices of variables to calculate marginal effects on</div> |
| <div class="line"><a name="l01067"></a><span class="lineno"> 1067</span>  , max_iter INTEGER -- Max iterations for the logstic regression inner call</div> |
| <div class="line"><a name="l01068"></a><span class="lineno"> 1068</span>  , optimizer VARCHAR -- Logistic regression optimizer</div> |
| <div class="line"><a name="l01069"></a><span class="lineno"> 1069</span>  , tolerance DOUBLE PRECISION -- Tolerance</div> |
| <div class="line"><a name="l01070"></a><span class="lineno"> 1070</span>  )</div> |
| <div class="line"><a name="l01071"></a><span class="lineno"> 1071</span> RETURNS VOID AS $$</div> |
| <div class="line"><a name="l01072"></a><span class="lineno"> 1072</span> BEGIN</div> |
| <div class="line"><a name="l01073"></a><span class="lineno"> 1073</span>  PERFORM MADLIB_SCHEMA.margins_mlogregr(</div> |
| <div class="line"><a name="l01074"></a><span class="lineno"> 1074</span>  source_table,</div> |
| <div class="line"><a name="l01075"></a><span class="lineno"> 1075</span>  out_table,</div> |
| <div class="line"><a name="l01076"></a><span class="lineno"> 1076</span>  dependent_variable,</div> |
| <div class="line"><a name="l01077"></a><span class="lineno"> 1077</span>  independent_variable,</div> |
| <div class="line"><a name="l01078"></a><span class="lineno"> 1078</span>  ref_category,</div> |
| <div class="line"><a name="l01079"></a><span class="lineno"> 1079</span>  grouping_cols,</div> |
| <div class="line"><a name="l01080"></a><span class="lineno"> 1080</span>  marginal_vars,</div> |
| <div class="line"><a name="l01081"></a><span class="lineno"> 1081</span>  max_iter,</div> |
| <div class="line"><a name="l01082"></a><span class="lineno"> 1082</span>  optimizer,</div> |
| <div class="line"><a name="l01083"></a><span class="lineno"> 1083</span>  tolerance,</div> |
| <div class="line"><a name="l01084"></a><span class="lineno"> 1084</span>  False);</div> |
| <div class="line"><a name="l01085"></a><span class="lineno"> 1085</span> END;</div> |
| <div class="line"><a name="l01086"></a><span class="lineno"> 1086</span> $$ LANGUAGE plpgsql VOLATILE;</div> |
| <div class="line"><a name="l01087"></a><span class="lineno"> 1087</span> -- End of Default Variable calls for margins_mlogregr</div> |
| <div class="line"><a name="l01088"></a><span class="lineno"> 1088</span> ------------------------------------------------------------------------------</div> |
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