| logLik.lm {base} | R Documentation |
Extract Log-Likelihood from an lm Object
Description
If REML=FALSE, returns the log-likelihood value of the linear
model represented by object evaluated at the estimated
coefficients; else, the restricted log-likelihood evaluated at the
estimated coefficients is returned.
Usage
## S3 method for class 'lm'
logLik(object, REML = FALSE, ...)
Arguments
object |
an object inheriting from class |
REML |
an optional logical value. If |
... |
further arguments to be passed to or from methods. |
Value
the (restricted) log-likelihood of the linear model represented by
object evaluated at the estimated coefficients.
Author(s)
Jose Pinheiro and Douglas Bates
References
Harville, D.A. (1974). Bayesian Inference for Variance Components Using Only Error Contrasts. Biometrika, 61, 383–385.
See Also
lm
Examples
data(attitude)
(fm1 <- lm(rating ~ ., data = attitude))
logLik(fm1)
logLik(fm1, REML = TRUE)
Nnlme <- is.na(match("package:nlme", search()))
if(require(nlme)) {
data(Orthodont)
fm1 <- lm(distance ~ Sex * age, Orthodont)
print(logLik(fm1))
print(logLik(fm1, REML = TRUE))
if(Nnlme) detach( "package:nlme")
}