Package microsim.statistics.regression

Class ProbabilityCalculator

java.lang.Object

microsim.statistics.regression.ProbabilityCalculator

public class ProbabilityCalculator
extends Object

Manages calculation of probabilities for dichotomous choice models

Author:

Justin van de Ven See McFadden, D. (1984), "Econometric analysis of qualitative choice models". In Z. Griliches and M.D. Intriligator, Handbook of Econometrics ystar = Xb - e (can deduct e because assume e is symmetric) y = 1 if (ystar>=0), and 0 otherwise P(y=1|X) = P(ystar>=0|X) = P(Xb-e>=0) = F(Xb) Probit: e follows standard normal distribution; F(Xb) = CDF of standard normal distribution Logit: e follows logistic distribution; F(Xb) = 1 / (1 + exp(-Xb))

Constructor Summary

Constructors

Constructor	Description
ProbabilityCalculator(RegressionType type)

Method Summary

Modifier and Type	Method	Description
double	getProbability(double score)
<E extends Enum<E>> double	getProbability(MultiKeyCoefficientMap map, IDoubleSource iDblSrc, Class<E> Regressors)
<E extends Enum<E>> double	getProbability(MultiKeyCoefficientMap map, IDoubleSource iDblSrc, Class<E> Regressors, double adjust)
<E extends Enum<E>> double	getScore(MultiKeyCoefficientMap map, IDoubleSource iDblSrc, Class<E> Regressors)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

ProbabilityCalculator

public ProbabilityCalculator(RegressionType type)

Method Details

getScore

public <E extends Enum<E>> double getScore(MultiKeyCoefficientMap map,
 IDoubleSource iDblSrc,
 Class<E> Regressors)

getProbability

public double getProbability(double score)

getProbability

public <E extends Enum<E>> double getProbability(MultiKeyCoefficientMap map,
 IDoubleSource iDblSrc,
 Class<E> Regressors)

getProbability

public <E extends Enum<E>> double getProbability(MultiKeyCoefficientMap map,
 IDoubleSource iDblSrc,
 Class<E> Regressors,
 double adjust)