[R] individual likelihoods

John Fox jfox at mcmaster.ca
Fri Jan 16 16:02:59 CET 2004


Dear Bruno,

residuals(mod, type="deviance") gives you the deviance residuals for the 
model, so sum(residuals(mod, type="deviance")^2) is the deviance.

I hope that this helps,
  John

At 02:29 PM 1/16/2004 +0100, Bruno Giordano wrote:
>Dear all,
>is there a way to extract individual likelihoods from a glm/lrm object?
>By individual likelihoods, I mean the likelihoods whose product give the
>overall likelihood of the model.
>I guess the code in the base package, used to compute the Akaike Information
>Criterion may help me.
>However, I couldn't figure it out, probably because I'm rather new to
>likelihood theory and ML estimation ;-)
>Thanks for any help/suggestion/tip,
>     Bruno

-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox




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