marginal.sql_in File Reference

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 ()

Detailed Description

Date

January 2011

See also

Calculates marginal effects for various regression models.

Function Documentation

__margins_compute_stats()

margins_result __margins_compute_stats	(	float8 []	marginal_effects,
		float8 []	std_err
	)

__margins_coxph_int_final()

margins_result __margins_coxph_int_final

(

float8 []

state

)

__margins_coxph_int_merge()

float8 [] __margins_coxph_int_merge	(	float8 []	state1,
		float8 []	state2
	)

__margins_coxph_int_transition()

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
	)

__margins_int_coxph_agg()

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
	)

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)

Returns

A composite value:

• margins FLOAT8[] - Array of marginal effects
• std_err FLOAT8[] - Array of standard-errors (calculated by the delta method),
• z_stats FLOAT8[] - Array of z-statistics
• p_values FLOAT8[] - Array of p-values

Usage

• Get all the diagnostic statistics:
  

__margins_int_linregr_agg()

aggregate margins_result __margins_int_linregr_agg	(	float8 []	independentVariables,
		float8 []	coef,
		float8 []	vcov,
		float8 []	derivative_matrix
	)

Parameters

independentVariables	Column containing the array of independent variables
coef	Column containing the array of the coefficients (as obtained by logregr)

Returns

A composite value:

• margins FLOAT8[] - Array of marginal effects
• std_err FLOAT8[] - Array of standard-errors (calculated by the delta method),
• z_stats FLOAT8[] - Array of z-statistics
• p_values FLOAT8[] - Array of p-values *

__margins_int_logregr_agg()

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
	)

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)

Returns

A composite value:

• margins FLOAT8[] - Array of marginal effects
• std_err FLOAT8[] - Array of standard-errors (calculated by the delta method),
• z_stats FLOAT8[] - Array of z-statistics
• p_values FLOAT8[] - Array of p-values

Usage

• Get all the diagnostic statistics:
  

__margins_int_mlogregr_agg()

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
	)

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)

Returns

A composite value:

• margins FLOAT8[] - Array of marginal effects
• std_err FLOAT8[] - Array of standard-errors (calculated by the delta method),
• z_stats FLOAT8[] - Array of z-statistics
• p_values FLOAT8[] - Array of p-values

Usage

• Get all the diagnostic statistics:
  

__margins_linregr_int_final()

margins_result __margins_linregr_int_final

(

float8 []

state

)

__margins_linregr_int_merge()

float8 [] __margins_linregr_int_merge	(	float8 []	state1,
		float8 []	state2
	)

__margins_linregr_int_transition()

float8 [] __margins_linregr_int_transition	(	float8 []	state,
		float8 []	x,
		float8 []	coef,
		float8 []	vcov,
		float8 []	derivative
	)

__margins_logregr_int_final()

margins_result __margins_logregr_int_final

(

float8 []

state

)

__margins_logregr_int_merge()

float8 [] __margins_logregr_int_merge	(	float8 []	state1,
		float8 []	state2
	)

__margins_logregr_int_transition()

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_mlogregr_int_final()

margins_result __margins_mlogregr_int_final

(

float8 []

state

)

__margins_mlogregr_int_merge()

float8 [] __margins_mlogregr_int_merge	(	float8 []	state1,
		float8 []	state2
	)

__margins_mlogregr_int_transition()

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
	)

__sub_array()

float8 [] __sub_array	(	float8 []	value_array,
		integer []	index_array
	)

marginal_logregr()

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),
• z_stats FLOAT8[] - Array of z-statistics
• p_values FLOAT8[] - Array of p-values

Usage

• Get all the diagnostic statistics:
  

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

marginal_logregr_step_final()

marginal_logregr_result marginal_logregr_step_final

(

float8 []

state

)

marginal_logregr_step_merge_states()

float8 [] marginal_logregr_step_merge_states	(	float8 []	state1,
		float8 []	state2
	)

marginal_logregr_step_transition()

float8 [] marginal_logregr_step_transition	(	float8 []	state,
		boolean	y,
		float8 []	x,
		float8 []	coef
	)

marginal_mlogregr()

aggregate marginal_mlogregr_result marginal_mlogregr	(	integer	dependentVariable,
		integer	num_categories,
		integer	ref_category,
		float8 []	independentVariables,
		float8 []	coef
	)

Parameters

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)

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
• coef FLOAT8[] - The coefficients for the regression
• std_err FLOAT8[] - Array of standard-errors (using the delta method),
• z_stats FLOAT8[] - Array of z-statistics
• p_values FLOAT8[] - Array of p-values

Usage

• Get all the diagnostic statistics:
  

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

margins() [1/6]

void margins	(	varchar	model_table,
		varchar	out_table,
		varchar	x_design,
		varchar	source_table,
		varchar	marginal_vars
	)

margins() [2/6]

void margins	(	varchar	model_table,
		varchar	out_table,
		varchar	x_design,
		varchar	source_table
	)

margins() [3/6]

void margins	(	varchar	model_table,
		varchar	out_table,
		varchar	x_design
	)

margins() [4/6]

void margins	(	varchar	model_table,
		varchar	out_table
	)

margins() [5/6]

varchar margins

(

varchar

message

)

margins() [6/6]

varchar margins

(

)

margins_logregr() [1/9]

varchar margins_logregr

(

varchar

message

)

margins_logregr() [2/9]

varchar margins_logregr

(

)

margins_logregr() [3/9]

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
	)

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
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)

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);
   

margins_logregr() [4/9]

void margins_logregr	(	varchar	source_table,
		varchar	out_table,
		varchar	dependent_variable,
		varchar	independent_variable
	)

margins_logregr() [5/9]

void margins_logregr	(	varchar	source_table,
		varchar	out_table,
		varchar	dependent_variable,
		varchar	independent_variable,
		varchar	grouping_cols
	)

margins_logregr() [6/9]

void margins_logregr	(	varchar	source_table,
		varchar	out_table,
		varchar	dependent_variable,
		varchar	independent_variable,
		varchar	grouping_cols,
		integer []	marginal_vars
	)

margins_logregr() [7/9]

void margins_logregr	(	varchar	source_table,
		varchar	out_table,
		varchar	dependent_variable,
		varchar	independent_variable,
		varchar	grouping_cols,
		integer []	marginal_vars,
		integer	max_iter
	)

margins_logregr() [8/9]

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
	)

margins_logregr() [9/9]

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
	)

margins_mlogregr() [1/12]

varchar margins_mlogregr

(

varchar

message

)

margins_mlogregr() [2/12]

varchar margins_mlogregr

(

)

margins_mlogregr() [3/12]

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
	)

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
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)

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

margins_mlogregr() [4/12]

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
	)

margins_mlogregr() [5/12]

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
	)

margins_mlogregr() [6/12]

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
	)

margins_mlogregr() [7/12]

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
	)

margins_mlogregr() [8/12]

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
	)

margins_mlogregr() [9/12]

void margins_mlogregr	(	varchar	source_table,
		varchar	out_table,
		varchar	dependent_variable,
		varchar	independent_variable
	)

margins_mlogregr() [10/12]

void margins_mlogregr	(	varchar	source_table,
		varchar	out_table,
		varchar	dependent_variable,
		varchar	independent_variable,
		integer	ref_category
	)

margins_mlogregr() [11/12]

void margins_mlogregr	(	varchar	source_table,
		varchar	out_table,
		varchar	dependent_variable,
		varchar	independent_variable,
		integer	ref_category,
		varchar	grouping_cols
	)

margins_mlogregr() [12/12]

void margins_mlogregr	(	varchar	source_table,
		varchar	out_table,
		varchar	dependent_variable,
		varchar	independent_variable,
		integer	ref_category,
		varchar	grouping_cols,
		integer []	marginal_vars
	)

mlogregr_marginal_step_final()

marginal_mlogregr_result mlogregr_marginal_step_final

(

float8 []

state

)

mlogregr_marginal_step_merge_states()

float8 [] mlogregr_marginal_step_merge_states	(	float8 []	state1,
		float8 []	state2
	)

mlogregr_marginal_step_transition()

float8 [] mlogregr_marginal_step_transition	(	float8 []	state,
		integer	y,
		integer	num_categories,
		integer	ref_category,
		float8 []	x,
		float8 []	coef
	)