R help - May 2013 - Likelihood

Hi all,
I have run a regression and want to calculate the likelihood of obtaining
the sample.
Is there a way in which I can use R to get this likelihood value?
Appreciate your help on this.


The following are the details:

raw_ols1=lm(data$LOSS~data$GDP+data$HPI+data$UE)

summary(raw_ols1)



Call:
lm(formula = data$LOSS ~ data$GDP + data$HPI + data$UE)

Residuals:
       Min         1Q     Median         3Q        Max
-0.0023859 -0.0006236  0.0002444  0.0006739  0.0017713

Coefficients:
                   Estimate      Std. Erro  t value   Pr(>|t|)
(Intercept)    -3.940e-02  6.199e-03  -6.356   9.54e-06 ***
data$GDP     3.467e-09  7.652e-09   0.453  0.656580
data$HPI     7.935e-05  1.875e-05   4.232    0.000635 ***
data$UE      6.858e-04  2.800e-04   2.449   0.026227 *
---

Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.001198 on 16 degrees of freedom
Multiple R-squared:  0.9528,    Adjusted R-squared:  0.944
F-statistic: 107.8 on 3 and 16 DF,  p-value: 7.989e-11





Thanks and regards,
Preetam


-- 
Preetam Pal
(+91)-9432212774
M-Stat 2nd Year,                                             Room No. N-114
Statistics Division,                                           C.V.Raman
Hall
Indian Statistical Institute,                                 B.H.O.S.
Kolkata.

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> I have run a regression and want to calculate the likelihood 
> of obtaining the sample.
> Is there a way in which I can use R to get this likelihood value?
See ?logLik

And see also ?help.search and ??. You would have found the above by typing
??likelihood at the command line in R


S Ellison
 

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