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`

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 function to compute
the AIC. For `gaussian`

, `Gamma`

and
`inverse.gaussian`

families it assumed that the dispersion of the GLM is estimated and
has been included in the AIC, 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.

### Value

Returns an object, say `r`

, of class `logLik`

which is a
number with attributes, `attr(r, "df")`

(**d**egrees of
**f**reedom) giving the number of parameters in the model.
There's 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
str(logLik(lmx))
## lm method
(fm1 <- lm(rating ~ ., data = attitude))
logLik(fm1)
logLik(fm1, REML = TRUE)
res <- try(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 2.2.1

Index]