﻿id	summary	reporter	owner	description	type	status	priority	milestone	component	version	severity	resolution	keywords	cc
718	Logit function returns wrong probability	César Pérez Álvarez	Víctor de Buen Remiro	"Hi,
when I was used Logit function and a log message is like this:

2009/07/23 17:31:24 : 
Empieza Logit model (46212x44)
  Logit model iteration(0) 	 LogLikelyhood = -32031.71750800246	 maxAbsDif = 1.806530388564703	 Gradient Norm = 3041.715167005722 Tiempo : 3.188 segundos
  Logit model iteration(1) 	 LogLikelyhood = -24056.38553091559	 maxAbsDif = 0.7096645080192925	 Gradient Norm = 903.1248844663231 Tiempo : 3.172 segundos
  Logit model iteration(2) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.6107093713189264	 Gradient Norm = 252.949584659891 Tiempo : 3.187 segundos
  Logit model iteration(3) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.3489773888652304	 Gradient Norm = 216.8582055399408 Tiempo : 3.203 segundos
  Logit model iteration(4) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2252448891341937	 Gradient Norm = 132.5871946500478 Tiempo : 3.188 segundos
  Logit model iteration(5) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2184098783931245	 Gradient Norm = 259.0016938189552 Tiempo : 3.219 segundos
  Logit model iteration(6) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2141270332939203	 Gradient Norm = 121.1500781359608 Tiempo : 3.187 segundos
  Logit model iteration(7) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2207307660479224	 Gradient Norm = 245.4682477045687 Tiempo : 3.188 segundos
  Logit model iteration(8) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2228390613032262	 Gradient Norm = 126.2880420563238 Tiempo : 3.203 segundos
  Logit model iteration(9) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206495929879774	 Gradient Norm = 251.8340661491895 Tiempo : 3.187 segundos
  Logit model iteration(10) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2198199000609777	 Gradient Norm = 124.334223060156 Tiempo : 3.188 segundos
  Logit model iteration(11) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206232593937018	 Gradient Norm = 249.3775824242171 Tiempo : 3.187 segundos
  Logit model iteration(12) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2209297922887828	 Gradient Norm = 125.0626477692595 Tiempo : 3.188 segundos
  Logit model iteration(13) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206346758654199	 Gradient Norm = 250.2820060063693 Tiempo : 3.187 segundos
  Logit model iteration(14) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2205214630883892	 Gradient Norm = 124.7942732376469 Tiempo : 3.188 segundos
  Logit model iteration(15) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206319101317311	 Gradient Norm = 249.9471168674323 Tiempo : 3.187 segundos
  Logit model iteration(16) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206740088087957	 Gradient Norm = 124.8941738699272 Tiempo : 3.172 segundos
  Logit model iteration(17) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206333171968811	 Gradient Norm = 250.071515078183 Tiempo : 3.203 segundos
  Logit model iteration(18) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206177384352029	 Gradient Norm = 124.8572213844049 Tiempo : 3.172 segundos
  Logit model iteration(19) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206328904031953	 Gradient Norm = 250.0254568955057 Tiempo : 3.188 segundos
  Logit model iteration(20) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206386745022871	 Gradient Norm = 124.8709437231808 Tiempo : 3.187 segundos
  Logit model iteration(21) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330715390124	 Gradient Norm = 250.0425526818025 Tiempo : 3.188 segundos
  Logit model iteration(22) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206309286696235	 Gradient Norm = 124.8658603693529 Tiempo : 3.203 segundos
  Logit model iteration(23) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330098066635	 Gradient Norm = 250.0362181234874 Tiempo : 3.187 segundos
  Logit model iteration(24) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206338047973039	 Gradient Norm = 124.8677463415578 Tiempo : 3.203 segundos
  Logit model iteration(25) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330339733627	 Gradient Norm = 250.0385679920904 Tiempo : 3.188 segundos
  Logit model iteration(26) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206327392986489	 Gradient Norm = 124.8670472946448 Tiempo : 3.187 segundos
  Logit model iteration(27) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330253111616	 Gradient Norm = 250.0376969327074 Tiempo : 3.188 segundos
  Logit model iteration(28) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206331345978415	 Gradient Norm = 124.8673065550081 Tiempo : 3.172 segundos
  Logit model iteration(29) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330285926491	 Gradient Norm = 250.0380199739106 Tiempo : 3.187 segundos
  Logit model iteration(30) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206329880755525	 Gradient Norm = 124.8672104371507 Tiempo : 3.188 segundos
  Logit model iteration(31) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330273921058	 Gradient Norm = 250.0379002067471 Tiempo : 3.187 segundos
  Logit model iteration(32) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330424167947	 Gradient Norm = 124.8672460800733 Tiempo : 3.188 segundos
  Logit model iteration(33) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330278410212	 Gradient Norm = 250.0379446186832 Tiempo : 3.187 segundos
  Logit model iteration(34) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330222702808	 Gradient Norm = 124.8672328647088 Tiempo : 3.172 segundos
  Logit model iteration(35) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330276754356	 Gradient Norm = 250.0379281518504 Tiempo : 3.203 segundos
  Logit model iteration(36) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330297410974	 Gradient Norm = 124.8672377650314 Tiempo : 3.203 segundos
  Logit model iteration(37) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330277370313	 Gradient Norm = 250.037934257792 Tiempo : 3.204 segundos
  Logit model iteration(38) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330269711192	 Gradient Norm = 124.8672359480712 Tiempo : 3.187 segundos
  Logit model iteration(39) 	 LogLikelyhood = -1.#INF	 maxAbsDif = 0.2206330277142518	 Gradient Norm = 250.0379319938005 Tiempo : 3.172 segundos


Probability calculation for each case i.e:

Matrix p = Exp(X*)$/RSum(Exp(X*B),1);

where X is the input matrix of Logit regression and B is the result parameter matrix is quite different to the probability calculated in the results of Logit function.

I have a private example that I will send to you. "	defect	closed	highest	Mantainance	Math		critical	fixed		
