[R] accessing log likelihood of poison model

Renaud Lancelot renaud.lancelot at cirad.fr
Sun Apr 18 08:16:19 CEST 2004


Eric Cheney wrote:

> On Sunday, 18 April 2004 at  0:52:19 +0200, Peter Dalgaard wrote:
> 
>>Eric Cheney <cheney at soc.umass.edu> writes:
>>
>>
>>>Could someone tell me how to access the log likelihood 
>>>of a poisson model?  I've done the following....
>>>
>>><BEGIN R STUFF>
>>>
>>>freq.mod <- glm(formula = nfix ~ gls.gls + pol.gls + pol.rel + rac.gls +
>>>rac.pol + rac.rac + rac.rel + white + gls.gls.w + pol.gls.w + pol.rel.w
>>>+ rac.gls.w + rac.pol.w + rac.rac.w + rac.rac.w + rac.rel.w, family =
>>>poisson, data = Complex2.freq, offset = lnoffset)
>>>
>>>summary(freq.mod)
>>>anova(freq.mod)
>>>
>>><END R STUFF>
>>>
>>>And that's great; but I need the log likelihood.
>>>
>>>Anyone know?
>>
>>The deviance will not suffice? 
>>
>>  sum(dpois(nfix, fitted(freq.mod), log.p=T))
>>
>>should do the trick otherwise.
> 
> 
> Thank you, that did the trick.  I should note that the method doesn't 
> work when I have a noninteger in Y.  I'm doing a "log linear" analysis
> of a cross table, and one of the cells of the cross table has a zero
> value.  I put a .5 in that cell.  With the ".5 analysis" the above
> method doesn't work.  So I had to revert to an analysis with a zero
> cell to make it work. Which has some problems.  So I'm still left
> looking for the log likelihood of the ".5 analysis".  I've had success
> with Stata using this method, but not R.
> 
> Thanks again.

?logLik

example from ?glm:

 > counts <- c(18,17,15,20,10,20,25,13,12)
 > outcome <- gl(3,1,9)
 > treatment <- gl(3,3)
 > print(d.AD <- data.frame(treatment, outcome, counts))
   treatment outcome counts
1         1       1     18
2         1       2     17
3         1       3     15
4         2       1     20
5         2       2     10
6         2       3     20
7         3       1     25
8         3       2     13
9         3       3     12
 > glm.D93 <- glm(counts ~ outcome + treatment, family=poisson())
 >
 > logLik(glm.D93)
`log Lik.' -23.38066 (df=5)

Best,

Renaud

-- 
Dr Renaud Lancelot, vétérinaire
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