similar to: AIC and logLik for logistic regression in R and S-PLUS

Leandra Desousa <sousa <at> ims.uaf.edu> writes: >> > I am using 'R' version 2.2.1 and 'S-PLUS' version 6.0; and I loaded the >> > MASS library in 'S-PLUS'. >> > >> > I am running a logistic regression using glm: >> > >> > >summary(mydata.glm) >> > Call: >> > glm(formula = COMU ~

Dear all, I have a very basic question: how does the logLik function work for poisson models? Example: I simulate 20 observations from a Poisson distribution with mean 800. y <- rpois(20,800) model <- glm(y ~ 1, family=poisson()) logLik(model) I would like to know what's the exact formula the function logLik uses. I looked at ?extractAIC but I cannot sort it out. Can you please

I would like test AICc as a criteria for model selection for a glm using stepAIC() from MASS package. Based on various information available in WEB, stepAIC() use extractAIC() to get the criteria used for model selection. I have created a new extractAIC() function (and extractAIC.glm() and extractAIC.lm() ones) that use a new parameter criteria that can be AIC, BIC or AICc. It works as

Hi, I have sent this message to this list the July, 7th. It was about a problem in MASS package. Until now there is no change in the devel version. As the problem occurs in a package and not in the R-core, I don't know if the message should have been sent here. Anyway, I have added a copy to Pr Ripley. I hope it could have been fixed. Sincerely Marc Le 09/07/2017 ? 16:05, Marc Girondot via

Although the 'spatial' documentation doesn't mention that extractAIC works, it does seem to give an output. I may have misunderstood, but shouldn't the following give at least the same d.f.? > library(spatial) > data(topo, package="MASS") > extractAIC(surf.ls(2, topo)) [1] 46.0000 437.5059 > extractAIC(lm(z ~ x+I(x^2)+y+I(y^2)+x:y, topo)) [1]

Dear R users: I am looking for the source code for the R function extractAIC. Type the function name doesn't help: > extractAIC function (fit, scale, k = 2, ...) UseMethod("extractAIC") <environment: namespace:stats> And when I search it in the R source code, the best I can find is in (R source root)/library/stats/R/add.R: extractAIC <- function(fit, scale, k = 2,

--Multipart_Wed_Feb__4_12:25:40_1998-1 Content-Type: text/plain; charset=US-ASCII Jim, I am relating your message to R-devel. This should be discussed in a broader audience; I am not an expert on GLM's, I know you are and others on this group also... R-develers, please CC to Jim Lindsey (on this topic), since he hasn't been part of the R-devel list for a while.. BTW: I will be gone

I have been implementing a proposal of Jim Lindsey for glm(.) to return AIC values, and print.glm(.) and print.summary.glm(.) printing them.... however: >>>>> "Jim" == Jim Lindsey <jlindsey@luc.ac.be> writes: Jim> The problem still remains of getting the correct AIC when the user Jim> wants the scale parameter to be fixed. (The calculation should

Hi Folks, I've got a question concerning the calculation of the Schwarz-Criterion (BIC) done by summary.regsubsets() of the leaps-package: Using regsubsets() to perform subset-selection I receive an regsubsets object that can be summarized by summary.regsubsets(). After this operation the resulting summary contains a vector of BIC-values representing models of size i=1,...,K. My problem

Use extractAIC in frailty cox model (estimated with coxph function, gaussian random effect) i obtaided > extractAIC(fit.cox.f) [1] 11.84563 8649.11736 but I don't know why I can't use the classic formulation of the AIC where the degree of freedom are the number of the parameter (in my case 3). -- View this message in context:

Dear list, I am confused about two functions in R: AIC(fm) and extractAIC(fm). What is the difference between two and when do I have to use one over the other? I have found the similar question previously and still not clear for me to understand. I also looked at '?AIC' and '?extractAIC' in R, which is also unclear. I pasted faked data set, fitting summary, and AICs. Thank

Dear help community, I'm a R-beginner and use it for my master thesis. I've got a mixed model and want to analyse it with lme. There are a lot Cofactors that coult be relevant. To extract the important ones I want to do the stepAIC, but always get an error warning. Structure of my data: data.frame': 72 obs. of 54 variables: $ Block : Factor w/ 3 levels

This message is in MIME format. The first part should be readable text, while the remaining parts are likely unreadable without MIME-aware tools. --27464147-1557463723-1147085467=:8118 Content-Type: TEXT/PLAIN; charset=iso-8859-1; format=flowed Content-Transfer-Encoding: 8BIT On Mon, 8 May 2006, x.sole at iconcologia.net wrote: > Full_Name: Xavier Sol? > Version: 2.3.0 > OS: Windows

Hello, I am using a simple linear model and I would like to get an AIC value. I came across both AIC() and extractAIC() and I am not sure which is best to use. I assumed that I should use AIC for a glm and extractAIC() for lm, but if I run my model in glm the AIC value is the same if I use AIC() on an lm object. What might be going on? Did I interpret these functions incorrectly? Thanks,

Hello. The sentence in extractAIC's help <http://www.stat.psu.edu/~dhunter/R/html/stats/html/extractAIC.html> which discusses AIC's estimate of -2logL from RSS reads: "AIC only handles unknown scale and uses the formula n log (RSS/n) - n + n log 2pi - sum(log w) where w are the weights. Further AIC counts the scale estimation as a parameter in the edf and extractAIC does

Dear all, I have tried to modify the code of MASS:::stepAIC.default(), dropterm() and addterm() to use AICc instead of AIC for model selection. The code is appended below. Somehow the calculations are still not correct and I would be grateful if anyone could have a look at what might be wrong with this code... Here is a working example: ## require(nlme) model1=lme(distance ~ age + Sex, data =

Hi, It is not critical but in case of coxph.null model (~1) extractAIC function generates Warning message: In is.na(fit$coefficients) : is.na() applied to non-(list or vector) of type 'NULL' As I understand it happens because of absent coefficients attribute. Function stats:::extractAIC.coxph Line edf <- sum(!is.na(fit$coefficients)) I think extra null-checking

I have a question about stepAIC and extractAIC and why they can produce different answers. Here's a stepAIC result (slightly edited - I removed the warning about noninteger #successes): stepAIC(glm(formula = (Morbid_70_79/Present_70_79) ~ 1 + Cohort + Cohort2, family = binomial, data = ghs_70_79, subset = ghs_70_full),direction = c("backward")) Start: AIC=3151.41

Hi, I need to fit models and use AIC method to campare the best fitted model manually. When i extract AIC by using extractAIC, it gave me the df and AIC values. Now the problem is, how can I compare the AIC values from two models? is there anyway to extract AIC with no df so that I can compare directly? Thank you! > extractAIC(coxout) [1] 1.000 1723.038 [[alternative HTML version

I would like to figure out the equations for calculating "AIC" in both "step() function" and "AIC () function". They are different. Then I just type "step" in the R console, and found the "AIC" used in "step() function" is "extractAIC". I went to the R help, and found: "The criterion used is AIC = - 2*log L + k *