| logLik {stats} | R Documentation |
Extract Log-Likelihood
Description
This function is generic; method functions can be written to handle
specific classes of objects. Classes which already have methods for
this function include: glm, lm, nls, Arima
and gls, lme and others in package nlme.
Usage
logLik(object, ...)
## S3 method for class 'lm'
logLik(object, REML = FALSE, ...)
Arguments
object |
any object from which a log-likelihood value, or a contribution to a log-likelihood value, can be extracted. |
... |
some methods for this generic function require additional arguments. |
REML |
an optional logical value. If |
Details
For a "glm" fit the family does not have to specify
how to calculate the log-likelihood, so this is based on the
family's aic() function to compute the AIC. For the
gaussian, Gamma and
inverse.gaussian families it assumed that the dispersion
of the GLM is estimated has been counted as a parameter in the AIC
value, and for all other families it is assumed that the dispersion is
known.
Note that this procedure is not completely accurate for the gamma and inverse gaussian families, as the estimate of dispersion used is not the MLE.
For "lm" fits it is assumed that the scale has been estimated
(by maximum likelihood or REML), and all the constants in the
log-likelihood are included.
Value
Returns an object, say r, of class logLik which is a
number with attributes, attr(r, "df") (degrees of
freedom) giving the number of (estimated) parameters in the model.
There is a simple print method for logLik objects.
The details depend on the method function used; see the appropriate documentation.
Author(s)
Jose Pinheiro and Douglas Bates
References
For logLik.lm:
Harville, D.A. (1974). Bayesian inference for variance components using only error contrasts. Biometrika, 61, 383–385.
See Also
logLik.gls, logLik.lme, in
package nlme, etc.
Examples
x <- 1:5
lmx <- lm(x ~ 1)
logLik(lmx) # using print.logLik() method
utils::str(logLik(lmx))
## lm method
(fm1 <- lm(rating ~ ., data = attitude))
logLik(fm1)
logLik(fm1, REML = TRUE)
res <- try(utils::data(Orthodont, package="nlme"))
if(!inherits(res, "try-error")) {
fm1 <- lm(distance ~ Sex * age, Orthodont)
print(logLik(fm1))
print(logLik(fm1, REML = TRUE))
}