Grocer Function

NAME

logit - logit regression

CALLING SEQUENCE

[rlogit]=logit(grocer_namey,arg1,...,argn)

PARAMETERS

Input

Output

DESCRIPTION

Computes Logit Regression. If the user has not given the argument 'noprint', displays on screen the results of the regression and various diagnostics. References: Arturo Estrella (1998) 'A new measure of fit for equations with dichotomous dependent variable', JBES, Vol. 16, #2, April, 1998.

EXAMPLE

1) logit('grade','cte','psi','tuce','gpa');
2) logit('grade','cte','psi','tuce','gpa','maxit=200','crit=sqrt(%eps)','noprint');

Example 1, taken from logit_d, provides the logit regression of vector grade on a constant and the vectors psi, tuce, gpa.
Example 2 does the same, except that the maximum number of iterations is set to 200 (instead of 100), the convergence criterion to sqrt(%eps) (instead of 0.000001) and the results are not displayed on screen.

AUTHOR

Eric Dubois 2002