How to obtain individual log-likelihood value from glm?
Hii: It's been a long time but John Fox's "Companion to Appied Regression" book has the expressions for the likelihood of the binomial glm. ( and probably the others also ). Just running logLik is not so useful because it could be leaving out multiplicative factors. If you can get your hands on any edition of John's book, I remember it being quite helpful in terms of providing all of the gory details and for understanding GLM's in general.
On Fri, Aug 28, 2020 at 9:28 PM John Smith <jswhct at gmail.com> wrote:
If the weights < 1, then we have different values! See an example below.
How should I interpret logLik value then?
set.seed(135)
y <- c(rep(0, 50), rep(1, 50))
x <- rnorm(100)
data <- data.frame(cbind(x, y))
weights <- c(rep(1, 50), rep(2, 50))
fit <- glm(y~x, data, family=binomial(), weights/10)
res.dev <- residuals(fit, type="deviance")
res2 <- -0.5*res.dev^2
cat("loglikelihood value", logLik(fit), sum(res2), "\n")
On Tue, Aug 25, 2020 at 11:40 AM peter dalgaard <pdalgd at gmail.com> wrote:
If you don't worry too much about an additive constant, then half the negative squared deviance residuals should do. (Not quite sure how
weights
factor in. Looks like they are accounted for.) -pd
On 25 Aug 2020, at 17:33 , John Smith <jswhct at gmail.com> wrote: Dear R-help, The function logLik can be used to obtain the maximum log-likelihood
value
from a glm object. This is an aggregated value, a summation of
individual
log-likelihood values. How do I obtain individual values? In the
following
example, I would expect 9 numbers since the response has length 9. I
could
write a function to compute the values, but there are lots of
family members in glm, and I am trying not to reinvent wheels. Thanks!
counts <- c(18,17,15,20,10,20,25,13,12)
outcome <- gl(3,1,9)
treatment <- gl(3,3)
data.frame(treatment, outcome, counts) # showing data
glm.D93 <- glm(counts ~ outcome + treatment, family = poisson())
(ll <- logLik(glm.D93))
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http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
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______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.