SQL functions for linear regression. More...

Functions
aggregate marginal_logregr_result	marginal_logregr (boolean dependentVariable, float8[] independentVariables, float8[] coef)
	Compute marginal effects for logistic regression. More...

void	margins_logregr (varchar source_table, varchar out_table, varchar dependent_varname, varchar input_independent_varname, varchar input_group_cols, integer[] marginal_vars, integer max_iter, varchar optimizer, float8 tolerance, boolean verbose_mode)
	A wrapper function for the various marginal regression analyzes. More...

CREATE OR REPLACE FUNCTION MADlib	margins_logregr (source_table VARCHAR--name of input table, out_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable) RETURNS VOID AS $$BEGIN PERFORM MADlib.margins_logregr(source_table
	Marginal effects with default variables.

CREATE OR REPLACE FUNCTION MADlib	margins_logregr (source_table VARCHAR--name of input table, out_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable, grouping_cols VARCHAR--name of grouping cols) RETURNS VOID AS $$BEGIN PERFORM MADlib.margins_logregr(source_table
	Marginal effects with default variable_names.

CREATE OR REPLACE FUNCTION MADlib	margins_logregr (source_table VARCHAR--name of input table, out_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable, grouping_cols VARCHAR--name of grouping cols, marginal_vars INTEGER[]--indices of variables to calculate marginal effects on) RETURNS VOID AS $$BEGIN PERFORM MADlib.margins_logregr(source_table
	Marginal effects with default variable_names.

CREATE OR REPLACE FUNCTION MADlib	margins_logregr (source_table VARCHAR--name of input table, out_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable, grouping_cols VARCHAR--name of grouping cols, marginal_vars INTEGER[]--indices of variables to calculate marginal effects on, max_iter INTEGER--Max iterations for the logstic regression inner call) RETURNS VOID AS $$BEGIN PERFORM MADlib.margins_logregr(source_table
	Marginal effects with default variable_names.

CREATE OR REPLACE FUNCTION MADlib	margins_logregr (source_table VARCHAR--name of input table, out_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable, grouping_cols VARCHAR--name of grouping cols, marginal_vars INTEGER[]--indices of variables to calculate marginal effects on, max_iter INTEGER--Max iterations for the logstic regression inner call, optimizer VARCHAR--Logistic regression optimizer) RETURNS VOID AS $$BEGIN PERFORM MADlib.margins_logregr(source_table
	Marginal effects with default variable_names.

CREATE OR REPLACE FUNCTION MADlib	margins_logregr (source_table VARCHAR--name of input table, out_table VARCHAR--name of output table, dependent_variable VARCHAR--name of dependent variable, independent_variable VARCHAR--name of independent variable, grouping_cols VARCHAR--name of grouping cols, marginal_vars INTEGER[]--indices of variables to calculate marginal effects on, max_iter INTEGER--Max iterations for the logstic regression inner call, optimizer VARCHAR--Logistic regression optimizer, tolerance DOUBLE PRECISION--Tolerance) RETURNS VOID AS $$BEGIN PERFORM MADlib.margins_logregr(source_table
	Marginal effects with default variable_names.

Detailed Description

Date: January 2011

See Also: Calculates marginal effects for various regression models.

Definition in file marginal.sql_in.

Function Documentation

aggregate marginal_logregr_result marginal_logregr	(	boolean	dependentVariable,
		float8[]	independentVariables,
		float8[]	coef
	)

Parameters

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)

: To include an intercept in the model, set one coordinate in the independentVariables array to 1.

Returns

A composite value:

margins FLOAT8[] - Array of marginal effects
coefFLOAT8[] - The coefficients for the regression
std_err FLOAT8[] - Array of standard-errors (calculated by the delta method),
t_stats FLOAT8[] - Array of t-statistics
p_values FLOAT8[] - Array of p-values

Usage:

Get all the diagnostic statistics:

 SELECT marginal_logregr(dependentVariable,
 independentVariables, coef)
 FROM dataTable;

Definition at line 366 of file marginal.sql_in.

void margins_logregr	(	varchar	source_table,
		varchar	out_table,
		varchar	dependent_varname,
		varchar	input_independent_varname,
		varchar	input_group_cols,
		integer[]	marginal_vars,
		integer	max_iter,
		varchar	optimizer,
		float8	tolerance,
		boolean	verbose_mode
	)

Parameters

source_table	String identifying the input table
out_table	String identifying the output table to be created
dependent_varname	Column containing the dependent variable
input_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
optimzer	Optimizer to be used (newton/irls, cg or idg)
tolerance	Resiual tolerance
verbose_mode	Verbose mode (on/off)

: To include an intercept in the model, set one coordinate in the independentVariables array to 1.

Returns: void

Usage:

For function summary information. Run sql> select margins_logregr('help'); OR sql> select margins_logregr(); OR sql> select margins_logregr('?'); For function usage information. Run sql> select margins_logregr('usage');

Compute the coefficients, and the get the marginal diagnostic statistics:

  select margins_logregr(source_table, out_table, dependentVariable, independentVariables);

Definition at line 496 of file marginal.sql_in.

Functions

Detailed Description

Function Documentation