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Thread: Help with CategoricalGenLinModel

  1. #1
    Junior Member
    Join Date
    Feb 2011
    Posts
    2

    Help with CategoricalGenLinModel

    Hi,

    I am a newbie in statistics and am having trouble using the CategoricalGenLinModel with the probit method.

    I have a series of observations, with n measures for each. I'd like to relate these n measures with a fact.

    I created a double[,] array, with as many rows as I have observations. I've set the first n columns of the arrays to the measures and (n + 1)th column to the fact value.
    The result of calling Solve() is an array with a single row, as if there is only one measure.

    My problem is that I don't understand the terminology behind the documentation. What should I set the properties of my CategoricalGenLinModel instance to, such that it considers the first n columns as measures (or coefficients as the docs of Solve() says) ?

    Thanks in advance,
    Jean-Marie Pirelli

  2. #2
    Junior Member
    Join Date
    Feb 2011
    Posts
    2

    I think I got it

    I used the SetEffects function to set the columns that are "measures".

    If I have 4 columns in the x array, where columns 0, 1 and 2 are the measures, I call:

    int[] nvef = new int[]{1, 1, 1};
    int[] indef = new int[]{0, 1, 2};
    CATGLM4.SetEffects(indef, nvef);

    Now, I get 3 rows for Solve() and 4 rows if I set ModelIntercept = 1. Which seems OK to me.

  3. #3
    Junior Member
    Join Date
    Sep 2005
    Posts
    12

    Help with CategoricalGenLinModel

    Yes, you do need to use SetEffects to specify the columns. Your input to SetEffects looks correct.

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