Logarithms Exponents Sum. Likelihood function in Logistic Regression

 

Syntax

logexp_sum(matrix)

short call;

logexp_sum_name(matrix)

call with optional name.

 
Parameters

matrix        is a Matrix of Scenarios:

       

where ,

where the header row contains names of variables (except scenario_benchmark and scenario_probability). Other rows contain numerical data. The scenario_probability column  is optional.

 

Mathematical Definition

Logarithms Exponents Sum function is calculated as follows:

  ,

where

,

is an argument of Logarithms Exponents Sum function.

 

Remarks

In order to include the intercept in the polynomial , one should assign .  In this case, the matrix of scenarios should be set as follows:

 

 

Example

Calculation in Run-File Environment
Calculation in MATLAB Environment
Binary Logistic Regression

 

Case Studies with Logarithms Exponents Sum

Binary Classification with Splines
Logistic Regression and Regularized Logistics Regression Applied to Estimating  Probabilities

 

See also

LogisticRoot Mean Squared Error (st_pen)Root Mean Squared Error (st_pen)