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| <p>SQL functions for multinomial logistic regression. |
| <a href="#details">More...</a></p> |
| |
| <p><a href="multilogistic_8sql__in_source.html">Go to the source code of this file.</a></p> |
| <table class="memberdecls"> |
| <tr><td colspan="2"><h2><a name="func-members"></a> |
| Functions</h2></td></tr> |
| <tr><td class="memItemLeft" align="right" valign="top">mlogregr_result </td><td class="memItemRight" valign="bottom"><a class="el" href="multilogistic_8sql__in.html#a8037cc95b1349de7f8910768be3262c8">mlogregr</a> (varchar source, varchar depvar, integer numcategories, varchar indepvar, integer maxnumiterations=20, varchar optimizer="irls", float8 precision=0.0001)</td></tr> |
| <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute logistic-regression coefficients and diagnostic statistics. <a href="#a8037cc95b1349de7f8910768be3262c8"></a><br/></td></tr> |
| </table> |
| <hr/><a name="details" id="details"></a><h2>Detailed Description</h2> |
| <div class="textblock"><dl class="date"><dt><b>Date:</b></dt><dd>July 2012</dd></dl> |
| <dl class="see"><dt><b>See also:</b></dt><dd>For a brief introduction to multinomial <a class="el" href="logistic_8sql__in.html#a4ded9be5c8b111dbb3109efaad83d69e" title="Evaluate the usual logistic function in an under-/overflow-safe way.">logistic</a> regression, see the module description <a class="el" href="group__grp__mlogreg.html">Multinomial Logistic Regression</a>. </dd></dl> |
| |
| <p>Definition in file <a class="el" href="multilogistic_8sql__in_source.html">multilogistic.sql_in</a>.</p> |
| </div><hr/><h2>Function Documentation</h2> |
| <a class="anchor" id="a8037cc95b1349de7f8910768be3262c8"></a><!-- doxytag: member="multilogistic.sql_in::mlogregr" ref="a8037cc95b1349de7f8910768be3262c8" args="(varchar source, varchar depvar, integer numcategories, varchar indepvar, integer maxnumiterations=20, varchar optimizer="irls", float8 precision=0.0001)" --> |
| <div class="memitem"> |
| <div class="memproto"> |
| <table class="memname"> |
| <tr> |
| <td class="memname">mlogregr_result mlogregr </td> |
| <td>(</td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>source</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>depvar</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">integer </td> |
| <td class="paramname"><em>numcategories</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>indepvar</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">integer </td> |
| <td class="paramname"><em>maxnumiterations</em> = <code>20</code>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>optimizer</em> = <code>"irls"</code>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8 </td> |
| <td class="paramname"><em>precision</em> = <code>0.0001</code> </td> |
| </tr> |
| <tr> |
| <td></td> |
| <td>)</td> |
| <td></td><td></td> |
| </tr> |
| </table> |
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| <p>To include an intercept in the model, set one coordinate in the <code>independentVariables</code> array to 1.</p> |
| <dl><dt><b>Parameters:</b></dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">source</td><td>Name of the source relation containing the training data </td></tr> |
| <tr><td class="paramname">depvar</td><td>Name of the dependent column (of type INTEGER < numcategories - 1) </td></tr> |
| <tr><td class="paramname">numcategories</td><td>Number of categories for the dependant variables ( of type INTEGER) </td></tr> |
| <tr><td class="paramname">indepvar</td><td>Name of the independent column (of type DOUBLE PRECISION[]) </td></tr> |
| <tr><td class="paramname">maxnumiterations</td><td>The maximum number of iterations </td></tr> |
| <tr><td class="paramname">optimizer</td><td>The optimizer to use ( <code>'irls'</code>/<code>'newton'</code> for iteratively reweighted least squares) </td></tr> |
| <tr><td class="paramname">precision</td><td>The difference between log-likelihood values in successive iterations that should indicate convergence. Note that a non-positive value here disables the convergence criterion, and execution will only stop after \ maxNumIterations iterations.</td></tr> |
| </table> |
| </dd> |
| </dl> |
| <dl class="return"><dt><b>Returns:</b></dt><dd>A composite value:<ul> |
| <li><code>coef FLOAT8[]</code> - Array of coefficients, \( \boldsymbol c \)</li> |
| <li><code>log_likelihood FLOAT8</code> - Log-likelihood \( l(\boldsymbol c) \)</li> |
| <li><code>std_err FLOAT8[]</code> - Array of standard errors, \( \mathit{se}(c_1), \dots, \mathit{se}(c_k) \)</li> |
| <li><code>z_stats FLOAT8[]</code> - Array of Wald z-statistics, \( \boldsymbol z \)</li> |
| <li><code>p_values FLOAT8[]</code> - Array of Wald p-values, \( \boldsymbol p \)</li> |
| <li><code>odds_ratios FLOAT8[]</code>: Array of odds ratios, \( \mathit{odds}(c_1), \dots, \mathit{odds}(c_k) \)</li> |
| <li><code>condition_no FLOAT8</code> - The condition number of matrix \( X^T A X \) during the iteration immediately <em>preceding</em> convergence (i.e., \( A \) is computed using the coefficients of the previous iteration)</li> |
| <li><code>num_iterations INTEGER</code> - The number of iterations before the algorithm terminated</li> |
| </ul> |
| </dd></dl> |
| <dl class="user"><dt><b>Usage:</b></dt><dd><ul> |
| <li>Get vector of coefficients \( \boldsymbol c \) and all diagnostic statistics:<br/> |
| <pre>SELECT * FROM mlogregr('<em>sourceName</em>', '<em>dependentVariable</em>', |
| '<em>numCategories</em>', '<em>independentVariables</em>');</pre></li> |
| <li>Get vector of coefficients \( \boldsymbol c \):<br/> |
| <pre>SELECT (mlogregr('<em>sourceName</em>', '<em>dependentVariable</em>', |
| '<em>numCategories</em>', '<em>independentVariables</em>')).coef;</pre></li> |
| <li>Get a subset of the output columns, e.g., only the array of coefficients \( \boldsymbol c \), the log-likelihood of determination \( l(\boldsymbol c) \), and the array of p-values \( \boldsymbol p \): <pre>SELECT coef, log_likelihood, p_values |
| FROM mlogregr('<em>sourceName</em>', '<em>dependentVariable</em>', |
| '<em>numCategories</em>', '<em>independentVariables</em>');</pre></li> |
| </ul> |
| </dd></dl> |
| <dl class="note"><dt><b>Note:</b></dt><dd>This function starts an iterative algorithm. It is not an aggregate function. Source and column names have to be passed as strings (due to limitations of the SQL syntax). </dd></dl> |
| |
| <p>Definition at line <a class="el" href="multilogistic_8sql__in_source.html#l00362">362</a> of file <a class="el" href="multilogistic_8sql__in_source.html">multilogistic.sql_in</a>.</p> |
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