| 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.
## S3 method for class 'lm': 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, 383–385.
data(attitude)
(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))
}