Likelihood function of lme4
OK. I will make sure.
On Tue, Apr 20, 2021 at 6:02 PM Ben Bolker <bbolker at gmail.com> wrote:
OK. You should make sure to check that lme4 and frontier are computing *commensurate* log-likelihoods (e.g. that the normalization constants are consistently included in both packages); if possible (it isn't always), it's good to try to fit *identical* models in both package to make sure they give the same log-likelihoods. (You can't fit an lmer model without a random effect, but you can re-evaluate its likelihood with the RE variances set to zero.) On 4/20/21 11:52 AM, Yashree Mehta wrote:
Yes, I am trying to run the Vuong test. The other model with which I am comparing the lme4 model belongs to the "frontier" class of models. I did use nonnest2 but got the
following error:
Error in UseMethod("llcont") :
no applicable method for 'llcont' applied to an object of class
"frontier"
So I decided to calculate the Vuong statistic by constructing it using
observation-level loglikelihoods.
Thank you.
Regards,
Yashree