search for: loglik

Displaying 20 results from an estimated 256 matches for "loglik".

2011 Jan 24
2
how to get loglik parameter from splm package?
splm package is a r implemention of spatial panel data models. and the loglik paremeter is most important infomation for splm methods. but i found the loglik always been null ,it's craze to get right estimation in splm with null loglik. Any one knows the splm package and can get the right loglik ? please help me. thanks -- View this message in context: http:/...
2008 Mar 20
1
logLik calculations
Does the ?logLik? function applied to a ?glm? and ?glm.nb? (from MASS package) calculate the complete log-likelihoods, or does it drop the constant terms of the equation? (It?s not clear from the associated help pages, and I?ve found no reference from searching the R help mailing list) Thank you, Kelly Young
2008 Nov 28
2
AIC function and Step function
...og L + k * edf, where L is the likelihood and edf the equivalent degrees of freedom (i.e., the number of free parameters for usual parametric models) of fit. For linear models with unknown scale (i.e., for lm and aov), -2log L is computed from the deviance and uses a different additive constant to logLik and hence AIC. If RSS denotes the (weighted) residual sum of squares then extractAIC uses for - 2log L the formulae RSS/s - n (corresponding to Mallows' Cp) in the case of known scale s and n log (RSS/n) for unknown scale. AIC only handles unknown scale and uses the formula n log (RSS...
2007 Mar 15
1
expm() within the Matrix package
Hi Could anybody give me a bit of advice on some code I'm having trouble with? I've been trying to calculate the loglikelihood of a function iterated over a data of time values and I seem to be experiencing difficulty when I use the function expm(). Here's an example of what I am trying to do y<-c(5,10) #vector of 2 survival times p<-Matrix(c(1,0),1,2) #1x2 matrix Q<-Matrix(c(1,2,3,4),2,2)...
2009 Jul 15
1
GLM Gamma Family logLik formula?
Hello all, I was wondering if someone can enlighten me as to the difference between the logLik in R vis-a-vis Stata for a GLM model with the gamma family. Stata calculates the loglikelihood of the model as (in R notation) some equivalent function of -1/scale * sum(Y/mu+log(mu)+(scale-1)*log(Y)+log(scale)+scale*lgamma(1/scale)) where scale (or dispersion) = 1, Y = the response...
2010 Sep 02
1
Help on glm and optim
...s a lot. The following is the code: # Step 1: fit the glm clotting <- data.frame( u = c(5,10,15,20,30,40,60,80,100), lot1 = c(118,58,42,35,27,25,21,19,18), lot2 = c(69,35,26,21,18,16,13,12,12)) fit1 <- glm(lot1 ~ log(u), data=clotting, family=Gamma) # Step 2: use optim # define loglikelihood function to be maximized over # theta is a vector of three parameters: intercept, cofficient for log(u) and dispersion parameter loglik <- function(theta,data){ E <- 1/(theta[1]+theta[2]*log(data$u)) V <- theta[3]*E^2 loglik <- sum(dgamma(data$lot1,sha...
2013 Jan 31
1
LogLik of nls
Hello there, Can anyone point me to the code for logLik of an nls object? I found the code for logLik of an lm but could not find exactly what function is used for calculating the logLik of nls function? I am using the nls to fit the following model to data - Model 1: y ~ Ae^(-mx) + Be^(-nx) +c and want to understand what is the likelihood function us...
2013 May 21
1
Calculating AIC for the whole model in VAR
Hello! I am using package "VAR". I've fitted my model: mymodel<-VAR(mydata,myp,type="const") I can extract the Log Liklihood for THE WHOLE MODEL: logLik(mymodel) How could I calculate (other than manually) the corresponding Akaike Information Criterion (AIC)? I tried AIC - but it does not take mymodel: AIC(mymodel) # numeric(0) Thank you! -- Dimitri Liakhovitski [[alternative HTML version deleted]]
2004 Dec 04
1
AIC, AICc, and K
How can I extract K (number of parameters) from an AIC calculation, both to report K itself and to calculate AICc? I'm aware of the conversion from AIC -> AICc, where AICc = AIC + 2K(K+1)/(n-K-1), but not sure of how K is calculated or how to extract that value from either an AIC or logLik calculation. This is probably more of a basic statistics question than an R question, but I thank you for your help. -Ben Osborne -- Botany Department University of Vermont 109 Carrigan Drive Burlington, VT 05405 benjamin.osborne at uvm.edu phone: 802-656-0297 fax: 802-656-0440
2011 Oct 25
1
difficulties with MuMIn model generation with coxph
...ate subsets of models from a global cox proportional hazards model, and rank them based on AICc. These seems like it's possible, and the Mumin documentation says that coxph is supported. However, when I run the code (see below), it gives me the following error message: Error in UseMethod("logLik") : no applicable method for 'logLik' applied to an object of class "logical" ##RCode #read in the data >data1<-read.table('MaleData500.csv', sep=',', header=T) survival<-Surv(data1$Wks.at.dth, data1$Died) #create the full (global) model, a co...
2008 Mar 13
1
strange results from binomial lmer?
...t;http://www.ling.upenn.edu/~johnson4/strange.csv") gs <- glm(outcome~gender+stress,binomial,dat) g_s <- lmer(outcome~gender+(1|speaker),dat,binomial) s_s <- lmer(outcome~stress+(1|speaker),dat,binomial) gs_s <- lmer(outcome~gender+stress+(1|speaker),dat,binomial) logLik(gs) # -1344 (df=3) logLik(g_s) # -1342 (df=3) logLik(s_s) # -1314 (df=3) logLik(gs_s) # -11823 (df=4) This seems like an error of some kind. The glm() model with both fixed effects is well-behaved, but lmer() seems to be going haywire when confronted with the same si...
2009 Jun 12
1
Function for AIC or logLIK for nlsList object
Dear R users, Does anybody have a function to calculate logLik or AIC for nlsList objects? After receiving error messages, another user helped me ascertain that this function is not currently written into R. Many thanks Lindsay
2002 Apr 22
3
glm() function not finding the maximum
...hy I switched to R from Splus. The Splus analogue was very slow, and didn't find the maximum. The data set and code for the two methods of estimation are included below. I don't think I am making a mistake here. Sorry if I have. Thanks Richard > gamma1(data) #uses the glm() function $loglik [1] 875.4274 $par [1] 9.572403e-02 4.345771e+03 > gamma2(data) #"by hand" using optim() $loglik [1] 793.3913 $par [1] 0.518145 802.854297 #Data set data_c(51.47, 210.19, 49.55, 61.93, 60.61, 744.57, 338.59, 133.93, 191.57, 111.43, 432.83, 185.23, 155.61, 84.72, 120.2, 15.33, 77.0...
2007 Sep 10
0
Loop and loop output [Cox model, for, function, loglik]
...winded manner due to my lack of programming experience) I then attach T1 T2 and T3 to a dataset KidneyT that contains other variables i wish to use in a Cox regression model. I require the log likelihood statistic of a Cox model when variables T1 T2 T3 and some from KidneyT are fitted. ( coxmodel$loglik[2] ) ######################################################################## ########## I can get this to work fine for specified values of tf1 and tf2, but wish to get the loglikelihood value for many combinations of tf1 and tf2 which are times from 1 to 50 hours i.e I need loglik statistic whe...
2006 Dec 12
1
Calculating AICc using conditional logistic regression
I have a case-control study that I'm analysing using the conditional logistic regression function clogit from the survival package. I would like to calculate the AICc of the models I fit using clogit. I have a variety of scripts that can calculate AICc for models with a logLik method, but clogit does not appear to use this method. Is there a way I can calculate AICc from clogit in R? Many thanks, Katherine Boughey -- School of Environmental Sciences University of East Anglia Norwich NR4 7TJ
2007 Aug 17
0
(Ben Bolker) AIC and logLik for logistic regression in R and S-PLUS
...e: 23.900 on 19 degrees of freedom >> > AIC: 29.9 >> > -------------------------------------------------------------------- >> > 'R' >> > ----------------- >> > > AIC(mydata.glm) >> > [1] 29.89986 >> > >> > > logLik(mydata.glm) >> > 'log Lik.' -11.94993 (df=3) >> > ----------------- >> > >> > 'S-PLUS' >> > ----------------- >> > > AIC(mydata.glm) >> > [1] 71.03222 >> > >> > > logLik(mydata.glm) >> &...
2008 Jan 24
0
possible inconsistency in nlme logLik or me
...to fit the same model but with a correlation structure. I am comparing models using AIC, but I am getting results that don't seem to match. I get matching results for the model with no correlation structure, but non corresponding results for the model with a correlation structure. Below are logLik for the models along with additional information. Am I doing something wrong????? Information for model 1 rss=sum(resid(mod1)^2)=1318.645 var=rss/n=1.654511 n=797 number of parameters (K) = 10 (this does include the variance estimate) if I use logLik(mod1) I get -1331.541 with 10 d.f. if...
2009 Apr 15
2
AICs from lmer different with summary and anova
...ata=datx); print(summary(fit1),corr=F) #compare the models anova(fit0,fit1) Now, look at the output, below. You can see that the AIC from "print(summary(fit0))" is 87.34, but the AIC for fit0 in "anova(fit0,fit1)" is 73.965. There are similar changes for the values of BIC and logLik. Am I doing something wrong, here? If not, which are the real AIC and logLik values for the different models? Thanks for your help, Jonathan Williams Output:- > fit0=lmer(y~x1+x2+(1|id), data=datx); print(summary(fit0),corr=F) Linear mixed model fit by REML Formula: y ~ x1 + x2 + (1 | id)...
2008 Oct 28
2
Fitting weibull and exponential distributions to left censoring data
Dear R-users I have some datasets, all left-censoring, and I would like to fit distributions to (weibull,exponential, etc..). I read one solution using the function survreg in the survival package. i.e survreg(Surv(...)~1, dist="weibull") but it returns only the scale parameter. Does anyone know how to successfully fit the exponential, weibull etc... distributions to left-censoring
2008 Jul 16
4
Likelihood ratio test between glm and glmer fits
...vorced+SINGLE+chronic+vigor_d+moderat_d+(1|munid),family=binomial(), data=mx.merge) I cannot find a method in R that will do the LR test between a glm and a glmer fit, so I try to do it using the liklihoods from both models #form the likelihood ratio test between the glm and glmer fits x2<--2*(logLik(ph.fit.2)-logLik(ph.fit.3)) > ML 79.60454 attr(,"nobs") n 45243 attr(,"nall") n 45243 attr(,"df") [1] 14 attr(,"REML") [1] FALSE attr(,"class") [1] "logLik" #Get the associated p-value dchisq(x2,14) ML &gt...