Regress.LogisticRegress Function

Logistic regression.

Pascal

procedure LogisticRegress(const y: TVec; const n: TVec; const b: TVec; const A: TMtx = nil; Offset: double = 0.0; const YCalc: TVec = nil; const BStd: TVec = nil; Tolerance: double = EPS); overload;

File

Regress

Parameters

Parameters	Description
y	response vector containing binomial counts.
n	number of trials for each count. Y is assumed to be binomial(p,N).
b	regression parameter estimates.
A	matrix of covariates, including the constant vector if required.
Offset	offset if required.
YCalc	fitted values.
BStd	Regression parameter estimates errors.This is an estimate of the precision of the B estimates.
Tolerance	Default precision for reweighted LQR.

Description

Fit logistic regression model.

Example

The following example calculates coefficients for simple logistic regression. The counts are out of 10 in each case and there is one covariate[1].

Uses MtxExpr, Regress;
procedure Example;
var y,n,B: Vector;
begin
  y.SetIt(false,[2,0,3,1,5,5,6,9,5,9]);
  n.Size(y);
  n.SetVal(10.0);

  LogisticRegress(y,n,B);
end;

#include "MtxExpr.hpp"
#include "Regress.hpp"
#include "Math387.hpp"
void __fastcall Example()
{
  sVector y,n,B,ycalc;
  y.SetIt(false,OPENARRAY(double,(2,0,3,1,5,5,6,9,5,9)));
  n.Size(y);
  n.SetVal(10.0);

  LogisticRegress(y,n,B);
}

Regress, Functions, Example

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