jusung@andrew.cmu.edu
2005-Oct-16 04:07 UTC
[Rd] BIC doesn't work for glm(family=binomial()) (PR#8208)
Full_Name: Ju-Sung Lee Version: 2.2.0 OS: Windows XP Submission from: (NULL) (66.93.61.221) BIC() requires the attribute $nobs from the logLik object but the logLik of a glm(formula,family=binomial()) object does not include $nobs. Adding attr(obj,'nobs') = value, seems to allow BIC() to work. Reproducing the problem: library(nmle); BIC(logLik(glm(1~1,family=binomial())));
Peter Dalgaard
2005-Oct-16 07:36 UTC
[Rd] BIC doesn't work for glm(family=binomial()) (PR#8208)
jusung at andrew.cmu.edu writes:> Full_Name: Ju-Sung Lee > Version: 2.2.0 > OS: Windows XP > Submission from: (NULL) (66.93.61.221) > > > BIC() requires the attribute $nobs from the logLik object but the logLik of a > glm(formula,family=binomial()) object does not include $nobs. Adding > attr(obj,'nobs') = value, seems to allow BIC() to work. > > Reproducing the problem: > library(nmle); > BIC(logLik(glm(1~1,family=binomial())));It is not clear to me that "nobs" is a well-defined concept for arbitrary likelihood functions. In particular, binomial models are tricky: Is "13 successes in 79 trials" one (binomial) observation or 79 (Bernoulli) ones?? So BIC may not be defined. In which sense is this a bug, anyway? The BIC function is defined inside the nlme package which is not designed to work with anything but continuous data. -- O__ ---- Peter Dalgaard ?ster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907