![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/362848/image.png)
glmfit not working: US's chances of recession
2 次查看(过去 30 天)
显示 更早的评论
close all
A=[ind us2y10 rec];
X=[ind us2y10];
[logitCoef] = glmfit(X,rec,'binomial','link','logit');
yfit=[ones(359,1) X]*logitCoef;
plot(yfit);
Hello everyone!
I'm trying to estimate a logit model for the probability of recession in the US, based on a constante factor, the inddustrial production and US yield curve slope for 2y and 10y. The results are not the one supposed to be, since the model is presenting out of bounds ([0,1]) estimates.
Thanks in advance for your time in checking the script.
Cheers,
Pedro
0 个评论
采纳的回答
Star Strider
2020-9-19
T1 = readtable('USREC.xls');
ind = T1.ind;
us2y10 = T1.us2y10;
rec = T1.rec;
X=[ind us2y10];
logitCoef = glmfit(X,rec,'binomial','link','logit');
yfit = glmval(logitCoef,X,'logit');
figure
plot(X(:,1), yfit);
grid
xlabel('ind')
ylabel('‘rec’ Fit')
sortX = sortrows(X,1) % Sort ‘X’ First
yfit = glmval(logitCoef,sortX,'logit');
figure
plot(sortX(:,1), yfit); % Cleaner-Looking Plot
grid
xlabel('ind')
ylabel('‘rec’ Fit')
producing this plot:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/362848/image.png)
I am not certain what you are doing, or how to interpret this, however this plot appears to meet the [0,1] criterion.
.
4 个评论
Star Strider
2020-9-19
As always, my pleasure!
I appreciate the reference. I will consider getting the book for my library, since I could certainly benefit from such a source.
更多回答(0 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Descriptive Statistics 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!