Example: Mortality of beetles.
The first example is from Prentice (1976) and involves the mortality of beetles after exposure to various concentrations of carbon disulphide. Both a logit and a probit fit are produced for linear model . The data is given as Covariate(x) |
N |
y |
1.690 |
59 |
6 |
1.724 |
60 |
13 |
1.755 |
62 |
18 |
1.784 |
56 |
28 |
1.811 |
63 |
52 |
1.836 |
59 |
53 |
1.861 |
62 |
61 |
1.883 |
60 |
60 |
import java.io.*;
import com.imsl.stat.*;
import com.imsl.math.*;
public class CategoricalGenLinModelEx1 {
public static void main(String argv[]) throws Exception {
// Set up a PrintMatrix object for later use.
PrintMatrixFormat mf;
PrintMatrix p;
p = new PrintMatrix();
mf = new PrintMatrixFormat();
mf.setNoRowLabels();
mf.setNoColumnLabels();
double[][] x = {
{1.690, 59.0, 6.0},
{1.724, 60.0, 13.0},
{1.755, 62.0, 18.0},
{1.784, 56.0, 28.0},
{1.811, 63.0, 52.0},
{1.836, 59.0, 53.0},
{1.861, 62.0, 61.0},
{1.883, 60.0, 60.0},
};
CategoricalGenLinModel CATGLM3, CATGLM4;
// MODEL3
CATGLM3 = new CategoricalGenLinModel(x,
CategoricalGenLinModel.MODEL3);
CATGLM3.setLowerEndpointColumn(2);
CATGLM3.setOptionalDistributionParameterColumn(1);
CATGLM3.setInfiniteEstimateMethod(1);
CATGLM3.setModelIntercept(1);
int[] nvef = {1};
int[] indef = {0};
CATGLM3.setEffects(indef, nvef);
CATGLM3.setUpperBound(1);
System.out.println("MODEL3");
p.setTitle("Coefficient Statistics");
p.print(CATGLM3.solve());
System.out.println("Log likelihood " +
CATGLM3.getOptimizedCriterion());
p.setTitle("Asymptotic Coefficient Covariance");
p.setMatrixType(1);
p.print(CATGLM3.getCovarianceMatrix());
p.setMatrixType(0);
p.setTitle("Case Analysis");
p.print(CATGLM3.getCaseAnalysis());
p.setTitle("Last Coefficient Update");
p.print(CATGLM3.getLastParameterUpdates());
p.setTitle("Covariate Means");
p.print(CATGLM3.getDesignVariableMeans());
p.setTitle("Observation Codes");
p.print(CATGLM3.getExtendedLikelihoodObservations());
System.out.println("Number of Missing Values " +
CATGLM3.getNRowsMissing());
// MODEL4
CATGLM4 = new CategoricalGenLinModel(x,
CategoricalGenLinModel.MODEL4);
CATGLM4.setLowerEndpointColumn(2);
CATGLM4.setOptionalDistributionParameterColumn(1);
CATGLM4.setInfiniteEstimateMethod(1);
CATGLM4.setModelIntercept(1);
CATGLM4.setEffects(indef, nvef);
CATGLM4.setUpperBound(1);
CATGLM4.solve();
System.out.println("MODEL4");
System.out.println("Log likelihood " +
CATGLM4.getOptimizedCriterion());
p.setTitle("Coefficient Statistics");
p.print(CATGLM4.getParameters());
}
}
Output
MODEL3
Coefficient Statistics
0 1 2 3
0 -60.757 5.188 -11.712 0
1 34.299 2.916 11.761 0
Log likelihood -18.77817904233396
Asymptotic Coefficient Covariance
0 1
0 26.912 -15.124
1 8.505
Case Analysis
0 1 2 3 4
0 0.058 2.593 1.792 0.267 1.448
1 0.164 3.139 2.871 0.347 1.093
2 0.363 -4.498 3.786 0.311 -1.188
3 0.606 -5.952 3.656 0.232 -1.628
4 0.795 1.89 3.202 0.269 0.59
5 0.902 -0.195 2.288 0.238 -0.085
6 0.956 1.743 1.619 0.198 1.077
7 0.979 1.278 1.119 0.138 1.143
Last Coefficient Update
0
0 0
1 0
Covariate Means
0
0 1.793
1 0
Observation Codes
0
0 0
1 0
2 0
3 0
4 0
5 0
6 0
7 0
Number of Missing Values 0
MODEL4
Log likelihood -18.232354574384562
Coefficient Statistics
0 1 2 3
0 -34.944 2.641 -13.231 0
1 19.737 1.485 13.289 0
Link to Java source.