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270 lines
8.7 KiB
Plaintext
270 lines
8.7 KiB
Plaintext
8 months ago
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*! version 2.0 : Oct1995 : Joseph Hilbe
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* Dichotomous Discriminate Anaylsis
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* Based on version 1, written by Hilbe 12-7-91, published: STB-5 (Jan1992)
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program define discrim2
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version 5.0
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local varlist "req ex"
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local options "Detail Graph Anova Predict Keep"
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local in "opt"
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local if "opt"
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parse "`*'"
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parse "`varlist'",parse(" ")
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qui summ `1'
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if (_result(6)<0 | _result(6)>1) {
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noi di in red "Error: Group variable must be 0/1"
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exit
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}
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if "`keep'"=="" {
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preserve
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}
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qui {
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dropmiss `varlist'
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tempvar prob0 prob1 dummy D nvar obs obs1 obs0 c0 c1 prop D cntall
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gen `cntall'=_n
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local group `1'
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local y "`1'"
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mac shift
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qui count
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gen `obs' = _result(1)
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count if `group'==0
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gen `obs0'= _result(1)
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count if `group'==1
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gen `obs1'= _result(1)
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tempvar c0
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gen `c0' =`obs1'/`obs'
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gen `c1' = -(`obs0'/`obs')
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gen `prob0' = `obs1'/`obs'
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gen `dummy' = `c0' if `group'==0
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replace `dummy' = `c1' if `group'==1
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reg `dummy' `*', noheader
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global nvar = _result(3)
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cap drop `dummy' `c0' `c1'
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global rsquare = _result(7)
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global mahala=($rsquare/(1-$rsquare))*((`obs'*(`obs'-2))/(`obs0'*`obs1'))
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gen `prop' = $rsquare/$mahala
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gen `D' = sqrt($mahala)
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* Calc discriminant scores
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local i = 1
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while "``i''"!= "" {
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tempvar cof`i' dis`i'
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gen `cof`i'' = _b[``i'']
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gen `dis`i'' = `cof`i''/`prop'
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local i = `i'+1
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}
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* Calc main values */
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local j = 1
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local i = 1
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tempvar konst usdfk dscorep dscore dsFp dfun
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gen `usdfk'=0
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gen `konst' = 0
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gen `dscorep'=0
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gen `dscore'=0
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gen `dsFp'=0
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gen `dfun'=0
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while "``i''"!="" {
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tempvar mean`j' mn0`j' mn1`j' mndff`j' usdf`j'
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summ ``i''
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gen `mean`j'' = _result(3)
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summ ``i'' if `group'==0
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gen `mn0`j'' = _result(3)
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summ ``i'' if `group'==1
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gen `mn1`j'' = _result(3)
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gen `mndff`j'' = `mn0`j'' + `mn1`j''
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replace `konst' = `dis`i''*`mndff`j''+`konst'
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gen `usdf`i''=`dis`i''/-`D'
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replace `usdfk'=`usdf`j'' * `mean`j'' + `usdfk'
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replace `dscorep'=`usdf`i''*``i''
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replace `dscore'=`dscore'+`dscorep'
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replace `dsFp'=`dis`i''*``i''
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replace `dfun'=`dfun'+`dsFp'
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local i = `i'+1
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local j = `j'+1
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}
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replace `usdfk'=`usdfk'* -1
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replace `dscore'=`dscore'+`usdfk'
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replace `konst'=`konst'*-.5
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replace `dfun' = `dfun'+`konst'
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local tsquare = $mahala*((`obs0'*`obs1')/`obs')
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local F = `tsquare'*(`obs'-$nvar)/(($nvar-1)*(`obs'-2))
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global cnt0 = -`D'*(`obs1'/`obs')
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global cnt1 = `D'*(`obs0'/`obs')
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noi di _n
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noi di in gr _col(20) "Dichotomous Discriminant Analysis"
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noi di " "
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#delimit ;
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noi di in gr "Observations = " in ye `obs'
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in gr _col(50) "Obs Group 0 = " in ye %9.0g `obs0';
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noi di in gr "Indep variables = " in ye $nvar
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in gr _col(50) "Obs Group 1 = " in ye %9.0g `obs1';
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noi di " ";
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noi di in gr "Centroid 0 = " in ye %9.4f $cnt0
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in gr _col(50) "R-square = " in ye %9.4f $rsquare;
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noi di in gr "Centroid 1 = " in ye %9.4f $cnt1
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in gr _col(50) "Mahalanobis = " in ye %9.4f $mahala;
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noi di in gr "Grand Cntd = " in ye %9.4f
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((`obs1'*$cnt0)+(`obs0'*$cnt1))/`obs';
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noi di " ";
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#delimit cr
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oneway `dscore' `group'
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global eigen = _result(2)/_result(4)
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global ccor = sqrt(_result(2)/(_result(2)+_result(4)))
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global lambda = _result(4)/(_result(2)+_result(4))
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global chisq = log($lambda)* -((`obs'-($nvar+2)/2)-1)
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#delimit ;
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noi di in gr "Eigenvalue = " in ye %9.4f $eigen
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in gr _col(50) "Wilk's Lambda = " in ye %7.4f $lambda;
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noi di in gr "Canon. Corr. = " in ye %9.4f $ccor
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in gr _col(50) "Chi-square = " in ye %7.4f $chisq;
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noi di in gr "Eta Squared = " in ye %9.4f $ccor^2
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in gr _col(50) "Sign Chi2 = " in ye %7.4f chiprob($nvar,$chisq);
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#delimit cr
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* DISPLAY COEFFICIENTS
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noi di _n(1)
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noi di in gr _col(26) "Discrim Function" _col(46) "Unstandardized"
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noi di in gr _col(11) /*
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*/ "Variable" _col(28) "Coefficients" _col(48) "Coefficients"
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noi di in gr _col(11) _dup(49) "-"
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local i=1
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while "``i''"!="" {
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noi di in gr _col(11) "``i''" in ye _col(28) %9.4f `dis`i'' /*
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*/ _col(51) %9.4f `usdf`i''
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local i = `i'+1
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}
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noi di in gr _col(11) "constant" in ye _col(28) %9.4f `konst' /*
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*/ _col(51) %9.4f `usdfk'
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tempvar lprob grpred cell
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gen `lprob' = 1/(1+exp(`dfun'))
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gen `grpred' = 1 if `lprob'>=0.5
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replace `grpred' = 0 if `lprob'<0.5
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gen `cell' = 1
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summ `cell' if `group'==0 & `lprob'<0.5
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local aa=_result(2)
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summ `cell' if `group'==0 & `lprob'>=0.5
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local bb=_result(2)
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summ `cell' if `group'==1 & `lprob'<0.5
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local cc=_result(2)
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summ `cell' if `group'==1 & `lprob'>=0.5
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local dd=_result(2)
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local tot = `aa'+`bb'+`cc'+`dd'
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* CONFUSION MATRIX AND RELATED STATS OPTION
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if "`predict'" !="" {
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noi di _n " "
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noi di in gr _col(25) "----- Predicted -----"
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noi di in gr _col(13) "Actual | Group 0 Group 1 | Total"
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noi di in gr _col(13) "---------+" _dup(26) "-" "+--------"
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noi di in gr _col(13) "Group 0 |" in ye _col(26) %6.0g `aa' /*
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*/ _col(40) %6.0g `bb' in gr _col(49) "|" in ye _col(52) %6.0g `aa'+`bb'
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noi di in gr _col(13) "Group 1 |" in ye _col(26) %6.0g `cc' /*
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*/ _col(40) %6.0g `dd' in gr _col(49) "|" in ye _col(52) %6.0g `cc'+`dd'
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noi di in gr _col(13) "---------+" _dup(26) "-" "+--------"
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noi di in gr _col(13) "Total |" in ye _col(26) %6.0g `aa'+`cc' /*
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*/ _col(40) %6.0g `bb'+`dd' in gr _col(49) "|" in ye _col(52) /*
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*/ %6.0g `tot'
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noi di in gr _col(13) "---------+" _dup(26) "-" "+--------"
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noi di " "
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noi di in gr _col(21) "Correctly predicted = " in ye /*
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*/ %6.2f ((`aa'+`dd')/`tot')*100 " %"
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noi di in gr _col(21) "Model sensitivity = " in ye /*
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*/ %6.2f (`aa'/(`aa'+`bb'))*100 " %"
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noi di in gr _col(21) "Model specificity = " in ye /*
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*/ %6.2f (`dd'/(`cc'+`dd'))*100 " %"
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noi di in gr _col(21) "False positive = " in ye /*
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*/ %6.2f (`cc'/(`aa'+`cc'))*100 " %"
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noi di in gr _col(21) "False negative = " in ye /*
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*/ %6.2f (`bb'/(`bb'+`dd'))*100 " %"
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}
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* ANOVA OPTION
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if "`anova'"!="" {
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noi di _n(1)
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noi di in gr _col(18) "Discriminant Scores v Group Variable"
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noi oneway `dscore' `group'
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}
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* GRAPH OPTION
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if "`graph'"!="" {
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tempvar lnp lnm
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gen `lnp'=`lprob' if (`lprob'>=0.5 & `group'==1) | /*
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*/ (`lprob'<0.5 & `group'==0)
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gen `lnm'=`lprob' if `lnp'==.
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lab var `lnp' "Classified"
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lab var `lnm' "Misclassified"
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lab var `dfun' "Discriminant Index"
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noi gr `lnp' `lnm' `dfun', s(.p) xlab ylab(.1,.3,.4,.5,.6,.7,.9) /*
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*/ border yline(.5) ti(" Probability of Classification")
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cap drop `lnp' `lnm'
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}
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* INDIVIDUAL CLASSIFICATION STATISTICS OPTION: SAVES WITH SAVE OPTION
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if "`detail'"!="" {
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cap drop PRED DscScore DscIndex LnProb1 Group DIFF
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sort `cntall'
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noi di _n(2)
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gen PRED=`grpred'
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gen DscScore = `dscore'
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gen DscIndex = `dfun'
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gen LnProb1 = `lprob'
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gen Group = `group'
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compress Group PRED
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gen str2 DIFF = " *" if `group'!=PRED
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format DIFF %2s
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format DscIndex DscScore LnProb1 %9.4f
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noi di in gr " PRED = Predicted Group DIFF = Misclassification"
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noi di in gr " LnProb1 = Probability Gr 1 DscScore = Discriminant Score"
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noi di in gr " DscIndex = Discriminant Index"
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noi di in gr _dup(63) "-"
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di " "
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noi l `y' PRED DIFF LnProb1 DscIndex DscScore, nol
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}
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global S_E_var $nvar
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global S_E_obs `obs'
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global S_E_ob0 `obs0'
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global S_E_ob1 `obs1'
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global S_E_cn0 $cnt0
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global S_E_cn1 $cnt1
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global S_E_cng ((`obs1'*$cnt0)+(`obs0'*$cnt1))/`obs'
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global S_E_r2 $rsquare
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global S_E_mah $mahala
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global S_E_eig $eigen
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global S_E_lam $lamda
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global S_E_cc $ccor
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global S_E_chi $chisq
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global S_E_e2 $ccor^2
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global S_E_cmd "discrim"
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}
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if "`keep'"!="" {
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noi di _n in bl " Caution: data changed in memory"
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}
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if "`keep'"=="" {
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restore
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}
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end
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* DROP MISSING VALUES
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capture program drop dropmiss
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program define dropmiss
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local varlist "req ex"
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parse "`*'"
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parse "`varlist'", parse(" ")
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local i= 1
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while "``i''"!="" {
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drop if ``i''==.
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local i=`i'+1
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}
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end
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