Class GeneralisedOrderedRegression<E1 extends Enum<E1> & IntegerValuedEnum>

java.lang.Object
microsim.statistics.regression.GeneralisedOrderedRegression<E1>
Type Parameters:
E1 - event type.
All Implemented Interfaces:
IDiscreteChoiceModel

public class GeneralisedOrderedRegression<E1 extends Enum<E1> & IntegerValuedEnum> extends Object implements IDiscreteChoiceModel
Generalised Ordered Discrete Variable Models
Author:
Justin van de Ven Let y define a discrete valued set {y_0,y_1,..., y_n} Each y_i is an indicator variable for discrete value i, where higher values of i reflect some natural ordering of the set Define yhat_j = sum(y_j+1,...,y_n) yhatstar_j = Xb_j - e_j yhat_j = 1 if yhatstar_j>=0 and 0 otherwise P(yhat_j=1|X) = P(yhatstar_j>=0|X) = P(Xb_j-e_j>=0) = F(Xb_j)