logistic_regression_likelihood.m

GNU Octave is a high-level language, primarily intended for numerical computations. It provides a c

## Copyright (C) 1995, 1996, 1997  Kurt Hornik
## 
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
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## Calculates likelihood for the ordinal logistic regression model.
## Called by logistic_regression.
  
## Author:  Gordon K. Smyth <[e-mail]>
## Adapted-By:  KH <[e-mail]>
## Description:  Likelihood in logistic regression

function [g, g1, p, dev] ...
      = logistic_regression_likelihood (y, x, beta, z, z1)
  
  e = exp ([z, x] * beta); e1 = exp ([z1, x] * beta);
  g = e ./ (1 + e); g1 = e1 ./ (1 + e1);
  g = max (y == max (y), g); g1 = min (y > min(y), g1);
  
  p = g - g1;
  dev = -2 * sum (log (p));  

endfunction