logLik.lm {base} | R Documentation |
If REML=FALSE
, returns the log-likelihood value of the linear
model represented by object
evaluated at the estimated
coefficients; else, the restricted log-likelihood evaluated at the
estimated coefficients is returned.
logLik(object, REML = FALSE, ...)
object |
an object inheriting from class "lm" . |
REML |
an optional logical value. If TRUE the restricted
log-likelihood is returned, else, if FALSE , the
log-likelihood is returned. Defaults to FALSE . |
... |
further arguments to be passed to or from methods. |
an object of class logLik
,
the (restricted) log-likelihood of the linear model represented by
object
evaluated at the estimated coefficients. Note that
error variance σ^2 is estimated in lm()
and hence
counted as well.
Jose Pinheiro and Douglas Bates
Harville, D.A. (1974). Bayesian Inference for Variance Components Using Only Error Contrasts. Biometrika, 61, 383385.
data(attitude) (fm1 <- lm(rating ~ ., data = attitude)) logLik(fm1) logLik(fm1, REML = TRUE) Nnlme <- is.na(match("package:nlme", search())) if(require(nlme)) { data(Orthodont) fm1 <- lm(distance ~ Sex * age, Orthodont) print(logLik(fm1)) print(logLik(fm1, REML = TRUE)) if(Nnlme) detach( "package:nlme") }