Bug or Feature? LogLik.nls and non-central F distribution.
On Wed, 2003-01-15 at 09:18, Douglas Bates wrote:
"Matthew L. Fidler" <fidler at math.utah.edu> writes: ...
logLik(short.alif.fit);
`log Lik.' 6.307024 (df=1) My problem with this number is that exp(logLik) > 1. If the error structure is independent, identically distributed normal (which I assumed was the case), then the Likelihood function should only give a number from 0 to 1...
Why? The likelihood is the product of the probability densities of the observations given the parameters and a probability density can be greater than 1. The belief that a likelihood must be less than 1 is a common misconception
True, if the variance is small (less than one), it can have that feature. I forgot; thank you for reminding me. However I still cannot get the non-central F to return the right tail (according to my linear model's noncentral F distribution tables....) I thought it wasn't working because I couldn't get it to produce the log-liklihood function that I derived. I forgot to divide the residual sum of squares by N, however.... sorry.
Matthew L. Fidler fidler at math.utah.edu 421 Wakra Way, Suite 318 Salt Lake City, UT 84108 (801) 581-7125 ------------------------------------------------------------------------- Accident, n.: A condition in which presence of mind is good, but absence of body is better. -- Foolish Dictionary -------------- next part -------------- A non-text attachment was scrubbed... Name: not available Type: application/pgp-signature Size: 189 bytes Desc: This is a digitally signed message part Url : https://stat.ethz.ch/pipermail/r-help/attachments/20030115/6b1bebb0/attachment.bin