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 "lm".
REML	an optional logical value. If TRUE the restricted log-likelihood is returned, else, if FALSE, the log-likelihood is returned. Defaults to FALSE.
...	further arguments to be passed to or from methods.

Value

an object of class logLik, the (restricted) log-likelihood of the linear model represented by object evaluated at the estimated coefficients. Note that error variance \sigma^2 is estimated in lm() and hence counted as well.

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")
}

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