Logic Regression - write your own scoring function

Logic regression comes with a bunch of off-the-shelf scoring functions - misclassification, least squares, deviance, and partial likelihood for classification, linear regression, logistic regression, and proportional hazards models respectively. But you can write your own scoring function! This may be useful if you have a model other than those which we already programmed in. You need to provide two routines in the file My_own_scoring.f . A routine My_own_fitting, which fits your model, and a routine My_own_scoring, which (given the betas) provides the score of your model. The details are spelled out in the helpfile for logreg.myown . In these helpfiles we give an example, using the file condlogic.ff (available in the source code) to show how things work for conditional logistic regression.



For questions please contact Ingo Ruczinski or Charles Kooperberg.