SQL functions for linear regression. More...
Functions | |
float8 [] | marginal_logregr_step_transition (float8[] state, boolean y, float8[] x, float8[] coef) |
float8 [] | marginal_logregr_step_merge_states (float8[] state1, float8[] state2) |
marginal_logregr_result | marginal_logregr_step_final (float8[] state) |
aggregate marginal_logregr_result | marginal_logregr (boolean dependentVariable, float8[] independentVariables, float8[] coef) |
Compute marginal effects for logistic regression. More... | |
varchar | margins_logregr (varchar message) |
varchar | margins_logregr () |
void | margins_logregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, varchar grouping_cols, integer[] marginal_vars, integer max_iter, varchar optimizer, float8 tolerance, boolean verbose_mode) |
A wrapper function for the various marginal regression analyzes. More... | |
void | margins_logregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable) |
Marginal effects with default variables. More... | |
void | margins_logregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, varchar grouping_cols) |
Marginal effects with default variable_names. More... | |
void | margins_logregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, varchar grouping_cols, integer[] marginal_vars) |
Marginal effects with default variable_names. More... | |
void | margins_logregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, varchar grouping_cols, integer[] marginal_vars, integer max_iter) |
Marginal effects with default variable_names. More... | |
void | margins_logregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, varchar grouping_cols, integer[] marginal_vars, integer max_iter, varchar optimizer) |
Marginal effects with default variable_names. More... | |
void | margins_logregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, varchar grouping_cols, integer[] marginal_vars, integer max_iter, varchar optimizer, float8 tolerance) |
Marginal effects with default variable_names. More... | |
float8 [] | mlogregr_marginal_step_transition (float8[] state, integer y, integer num_categories, integer ref_category, float8[] x, float8[] coef) |
float8 [] | mlogregr_marginal_step_merge_states (float8[] state1, float8[] state2) |
marginal_mlogregr_result | mlogregr_marginal_step_final (float8[] state) |
aggregate marginal_mlogregr_result | marginal_mlogregr (integer dependentVariable, integer num_categories, integer ref_category, float8[] independentVariables, float8[] coef) |
Compute marginal effects for multinomial logistic regression. More... | |
varchar | margins_mlogregr (varchar message) |
varchar | margins_mlogregr () |
void | margins_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, integer ref_category, varchar grouping_cols, integer[] marginal_vars, varchar optimizer_params, boolean verbose_mode) |
A wrapper function for the various marginal multinomial regression. More... | |
void | margins_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, integer ref_category, varchar grouping_cols, integer[] marginal_vars, varchar optimizer_params) |
Marginal effects with default variable_names. More... | |
void | margins_mlogregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar independent_varname, integer ref_category, varchar grouping_cols, integer[] marginal_vars, integer max_iter, varchar optimizer, float8 tolerance, boolean verbose_mode) |
void | margins_mlogregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, integer ref_category, varchar grouping_cols, integer[] marginal_vars, integer max_iter) |
Marginal effects with default variable_names. More... | |
void | margins_mlogregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, integer ref_category, varchar grouping_cols, integer[] marginal_vars, integer max_iter, varchar optimizer) |
Marginal effects with default variable_names. More... | |
void | margins_mlogregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, integer ref_category, varchar grouping_cols, integer[] marginal_vars, integer max_iter, varchar optimizer, float8 tolerance) |
Marginal effects with default variable_names. More... | |
void | margins_mlogregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable) |
Marginal effects with default variables. More... | |
void | margins_mlogregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, integer ref_category) |
Marginal effects with default variables. More... | |
void | margins_mlogregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, integer ref_category, varchar grouping_cols) |
Marginal effects with default variable_names. More... | |
void | margins_mlogregr (varchar source_table, varchar out_table, varchar dependent_variable, varchar independent_variable, integer ref_category, varchar grouping_cols, integer[] marginal_vars) |
Marginal effects with default variable_names. More... | |
float8 [] | __sub_array (float8[] value_array, integer[] index_array) |
float8 [] | __margins_linregr_int_transition (float8[] state, float8[] x, float8[] coef, float8[] vcov, float8[] derivative) |
float8 [] | __margins_linregr_int_merge (float8[] state1, float8[] state2) |
margins_result | __margins_linregr_int_final (float8[] state) |
aggregate margins_result | __margins_int_linregr_agg (float8[] independentVariables, float8[] coef, float8[] vcov, float8[] derivative_matrix) |
Compute marginal effects for linear regression. More... | |
float8 [] | __margins_logregr_int_transition (float8[] state, float8[] x, float8[] coef, float8[] vcov, float8[] basis_indices, float8[] derivative, float8[] categorical_indices, float8[] x_set, float8[] x_unset) |
float8 [] | __margins_logregr_int_merge (float8[] state1, float8[] state2) |
margins_result | __margins_logregr_int_final (float8[] state) |
aggregate margins_result | __margins_int_logregr_agg (float8[] independentVariables, float8[] coef, float8[] vcov, float8[] basis_indices, float8[] derivative_matrix, float8[] categorical_indices, float8[] x_set, float8[] x_unset) |
Compute marginal effects for logistic regression. More... | |
float8 [] | __margins_mlogregr_int_transition (float8[] state, float8[] x, float8[] coef, float8[] vcov, float8[] basis_indices, float8[] derivative_matrix, float8[] categorical_indices, float8[] x_set, float8[] x_unset) |
float8 [] | __margins_mlogregr_int_merge (float8[] state1, float8[] state2) |
margins_result | __margins_mlogregr_int_final (float8[] state) |
aggregate margins_result | __margins_int_mlogregr_agg (float8[] independentVariables, float8[] coef, float8[] vcov, float8[] basis_indices, float8[] derivative_matrix, float8[] categorical_indices, float8[] x_set, float8[] x_unset) |
Compute marginal effects for multinomial logistic regression. More... | |
float8 [] | __margins_coxph_int_transition (float8[] state, float8[] x, float8[] coef, float8[] vcov, float8[] basis_indices, float8[] derivative_matrix, float8[] categorical_indices, float8[] x_set, float8[] x_unset) |
float8 [] | __margins_coxph_int_merge (float8[] state1, float8[] state2) |
margins_result | __margins_coxph_int_final (float8[] state) |
margins_result | __margins_compute_stats (float8[] marginal_effects, float8[] std_err) |
aggregate margins_result | __margins_int_coxph_agg (float8[] independentVariables, float8[] coef, float8[] vcov, float8[] basis_indices, float8[] derivative_matrix, float8[] categorical_indices, float8[] x_set, float8[] x_unset) |
Compute marginal effects for multinomial logistic regression. More... | |
void | margins (varchar model_table, varchar out_table, varchar x_design, varchar source_table, varchar marginal_vars) |
Marginal effects with default variable_names. More... | |
void | margins (varchar model_table, varchar out_table, varchar x_design, varchar source_table) |
void | margins (varchar model_table, varchar out_table, varchar x_design) |
void | margins (varchar model_table, varchar out_table) |
varchar | margins (varchar message) |
varchar | margins () |
margins_result __margins_compute_stats | ( | float8 [] | marginal_effects, |
float8 [] | std_err | ||
) |
margins_result __margins_coxph_int_final | ( | float8 [] | state | ) |
float8 [] __margins_coxph_int_merge | ( | float8 [] | state1, |
float8 [] | state2 | ||
) |
float8 [] __margins_coxph_int_transition | ( | float8 [] | state, |
float8 [] | x, | ||
float8 [] | coef, | ||
float8 [] | vcov, | ||
float8 [] | basis_indices, | ||
float8 [] | derivative_matrix, | ||
float8 [] | categorical_indices, | ||
float8 [] | x_set, | ||
float8 [] | x_unset | ||
) |
aggregate margins_result __margins_int_coxph_agg | ( | float8 [] | independentVariables, |
float8 [] | coef, | ||
float8 [] | vcov, | ||
float8 [] | basis_indices, | ||
float8 [] | derivative_matrix, | ||
float8 [] | categorical_indices, | ||
float8 [] | x_set, | ||
float8 [] | x_unset | ||
) |
dependentVariable | Column containing the dependent variable |
independentVariables | Column containing the array of independent variables |
coef | Column containing the array of the coefficients (as obtained by logregr) |
margins FLOAT8[]
- Array of marginal effectsstd_err FLOAT8[]
- Array of standard-errors (calculated by the delta method),z_stats FLOAT8[]
- Array of z-statisticsp_values FLOAT8[]
- Array of p-valuesaggregate margins_result __margins_int_linregr_agg | ( | float8 [] | independentVariables, |
float8 [] | coef, | ||
float8 [] | vcov, | ||
float8 [] | derivative_matrix | ||
) |
independentVariables | Column containing the array of independent variables |
coef | Column containing the array of the coefficients (as obtained by logregr) |
margins FLOAT8[]
- Array of marginal effectsstd_err FLOAT8[]
- Array of standard-errors (calculated by the delta method),z_stats FLOAT8[]
- Array of z-statisticsp_values FLOAT8[]
- Array of p-values * aggregate margins_result __margins_int_logregr_agg | ( | float8 [] | independentVariables, |
float8 [] | coef, | ||
float8 [] | vcov, | ||
float8 [] | basis_indices, | ||
float8 [] | derivative_matrix, | ||
float8 [] | categorical_indices, | ||
float8 [] | x_set, | ||
float8 [] | x_unset | ||
) |
dependentVariable | Column containing the dependent variable |
independentVariables | Column containing the array of independent variables |
coef | Column containing the array of the coefficients (as obtained by logregr) |
margins FLOAT8[]
- Array of marginal effectsstd_err FLOAT8[]
- Array of standard-errors (calculated by the delta method),z_stats FLOAT8[]
- Array of z-statisticsp_values FLOAT8[]
- Array of p-valuesaggregate margins_result __margins_int_mlogregr_agg | ( | float8 [] | independentVariables, |
float8 [] | coef, | ||
float8 [] | vcov, | ||
float8 [] | basis_indices, | ||
float8 [] | derivative_matrix, | ||
float8 [] | categorical_indices, | ||
float8 [] | x_set, | ||
float8 [] | x_unset | ||
) |
dependentVariable | Column containing the dependent variable |
independentVariables | Column containing the array of independent variables |
coef | Column containing the array of the coefficients (as obtained by logregr) |
margins FLOAT8[]
- Array of marginal effectsstd_err FLOAT8[]
- Array of standard-errors (calculated by the delta method),z_stats FLOAT8[]
- Array of z-statisticsp_values FLOAT8[]
- Array of p-valuesmargins_result __margins_linregr_int_final | ( | float8 [] | state | ) |
float8 [] __margins_linregr_int_merge | ( | float8 [] | state1, |
float8 [] | state2 | ||
) |
float8 [] __margins_linregr_int_transition | ( | float8 [] | state, |
float8 [] | x, | ||
float8 [] | coef, | ||
float8 [] | vcov, | ||
float8 [] | derivative | ||
) |
margins_result __margins_logregr_int_final | ( | float8 [] | state | ) |
float8 [] __margins_logregr_int_merge | ( | float8 [] | state1, |
float8 [] | state2 | ||
) |
float8 [] __margins_logregr_int_transition | ( | float8 [] | state, |
float8 [] | x, | ||
float8 [] | coef, | ||
float8 [] | vcov, | ||
float8 [] | basis_indices, | ||
float8 [] | derivative, | ||
float8 [] | categorical_indices, | ||
float8 [] | x_set, | ||
float8 [] | x_unset | ||
) |
margins_result __margins_mlogregr_int_final | ( | float8 [] | state | ) |
float8 [] __margins_mlogregr_int_merge | ( | float8 [] | state1, |
float8 [] | state2 | ||
) |
float8 [] __margins_mlogregr_int_transition | ( | float8 [] | state, |
float8 [] | x, | ||
float8 [] | coef, | ||
float8 [] | vcov, | ||
float8 [] | basis_indices, | ||
float8 [] | derivative_matrix, | ||
float8 [] | categorical_indices, | ||
float8 [] | x_set, | ||
float8 [] | x_unset | ||
) |
float8 [] __sub_array | ( | float8 [] | value_array, |
integer [] | index_array | ||
) |
aggregate marginal_logregr_result marginal_logregr | ( | boolean | dependentVariable, |
float8 [] | independentVariables, | ||
float8 [] | coef | ||
) |
dependentVariable | Column containing the dependent variable |
independentVariables | Column containing the array of independent variables |
coef | Column containing the array of the coefficients (as obtained by logregr) |
independentVariables
array to 1.margins FLOAT8[]
- Array of marginal effectscoefFLOAT8[]
- The coefficients for the regressionstd_err FLOAT8[]
- Array of standard-errors (calculated by the delta method),z_stats FLOAT8[]
- Array of z-statisticsp_values FLOAT8[]
- Array of p-valuesSELECT marginal_logregr(dependentVariable, independentVariables, coef) FROM dataTable;
marginal_logregr_result marginal_logregr_step_final | ( | float8 [] | state | ) |
float8 [] marginal_logregr_step_merge_states | ( | float8 [] | state1, |
float8 [] | state2 | ||
) |
float8 [] marginal_logregr_step_transition | ( | float8 [] | state, |
boolean | y, | ||
float8 [] | x, | ||
float8 [] | coef | ||
) |
aggregate marginal_mlogregr_result marginal_mlogregr | ( | integer | dependentVariable, |
integer | num_categories, | ||
integer | ref_category, | ||
float8 [] | independentVariables, | ||
float8 [] | coef | ||
) |
dependentVariable | Column containing the dependent variable |
independentVariables | Column containing the array of independent variables |
num_categories | Number of categories |
ref_category | Reference category |
coef | Column containing the array of the coefficients (as obtained by mlogregr) |
independentVariables
array to 1.margins FLOAT8[]
- Array of marginal effectscoef FLOAT8[]
- The coefficients for the regressionstd_err FLOAT8[]
- Array of standard-errors (using the delta method),z_stats FLOAT8[]
- Array of z-statisticsp_values FLOAT8[]
- Array of p-valuesSELECT marginal_mlogregr(dependentVariable, independentVariables, coef) FROM dataTable;
void margins | ( | varchar | model_table, |
varchar | out_table, | ||
varchar | x_design, | ||
varchar | source_table, | ||
varchar | marginal_vars | ||
) |
void margins | ( | varchar | model_table, |
varchar | out_table, | ||
varchar | x_design, | ||
varchar | source_table | ||
) |
void margins | ( | varchar | model_table, |
varchar | out_table, | ||
varchar | x_design | ||
) |
void margins | ( | varchar | model_table, |
varchar | out_table | ||
) |
varchar margins | ( | varchar | message | ) |
varchar margins | ( | ) |
varchar margins_logregr | ( | varchar | message | ) |
varchar margins_logregr | ( | ) |
void margins_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars, | ||
integer | max_iter, | ||
varchar | optimizer, | ||
float8 | tolerance, | ||
boolean | verbose_mode | ||
) |
source_table | String identifying the input table |
out_table | String identifying the output table to be created |
dependent_varname | Column containing the dependent variable |
independent_varname | Column containing the array of independent variables |
grouping_cols | Set of columns to group by. |
marginal_vars | Subset of independent variables to calculate marginal effects for. |
max_iter | Maximum number of iterations |
optimizer | Optimizer to be used (newton/irls, cg or idg) |
tolerance | Resiual tolerance |
verbose_mode | Verbose mode (on/off) |
independentVariables
array to 1.select margins_logregr(source_table, out_table, dependentVariable, independentVariables);
void margins_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable | ||
) |
void margins_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
varchar | grouping_cols | ||
) |
void margins_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars | ||
) |
void margins_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars, | ||
integer | max_iter | ||
) |
void margins_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars, | ||
integer | max_iter, | ||
varchar | optimizer | ||
) |
void margins_logregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars, | ||
integer | max_iter, | ||
varchar | optimizer, | ||
float8 | tolerance | ||
) |
varchar margins_mlogregr | ( | varchar | message | ) |
varchar margins_mlogregr | ( | ) |
void margins_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars, | ||
varchar | optimizer_params, | ||
boolean | verbose_mode | ||
) |
source_table | String identifying the input table |
out_table | String identifying the output table to be created |
dependent_varname | Column containing the dependent variable |
independent_varname | Column containing the array of independent variables |
ref_category | Reference category for the multinomial logistic regression |
grouping_cols | Set of columns to group by. |
marginal_vars | Subset of independent variables to calculate marginal effects for. |
max_iter | Maximum number of iterations |
optimizer | Optimizer to be used (newton/irls, cg or idg) |
tolerance | Resiual tolerance |
verbose_mode | Verbose mode (on/off) |
independentVariables
array to 1.void margins_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars, | ||
varchar | optimizer_params | ||
) |
void margins_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_varname, | ||
varchar | independent_varname, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars, | ||
integer | max_iter, | ||
varchar | optimizer, | ||
float8 | tolerance, | ||
boolean | verbose_mode | ||
) |
void margins_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars, | ||
integer | max_iter | ||
) |
void margins_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars, | ||
integer | max_iter, | ||
varchar | optimizer | ||
) |
void margins_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars, | ||
integer | max_iter, | ||
varchar | optimizer, | ||
float8 | tolerance | ||
) |
void margins_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable | ||
) |
void margins_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
integer | ref_category | ||
) |
void margins_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
integer | ref_category, | ||
varchar | grouping_cols | ||
) |
void margins_mlogregr | ( | varchar | source_table, |
varchar | out_table, | ||
varchar | dependent_variable, | ||
varchar | independent_variable, | ||
integer | ref_category, | ||
varchar | grouping_cols, | ||
integer [] | marginal_vars | ||
) |
marginal_mlogregr_result mlogregr_marginal_step_final | ( | float8 [] | state | ) |
float8 [] mlogregr_marginal_step_merge_states | ( | float8 [] | state1, |
float8 [] | state2 | ||
) |
float8 [] mlogregr_marginal_step_transition | ( | float8 [] | state, |
integer | y, | ||
integer | num_categories, | ||
integer | ref_category, | ||
float8 [] | x, | ||
float8 [] | coef | ||
) |