R: Extract Log-Likelihood

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 `TRUE` the restricted log-likelihood is returned, else, if `FALSE`, the log-likelihood is returned. Defaults to `FALSE`.

### 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))
    }

[Package stats version 2.8.1 Index]