[R] Degrees of freedom for lm in logLik and AIC

[Frank Harrell]

Thank you Peter.  I didn't realize that was the convention used.
Frank


Peter Dalgaard-2 wrote:
> 
> On Mar 28, 2011, at 05:36 , Frank Harrell wrote:
> 
> > I have a question about the computation of the degrees of freedom in
> a linear
> > model:
> > 
> > x <- runif(20); y <- runif(20)
> > f <- lm(y ~ x)
> > logLik(f)
> > 'log Lik.' -1.968056 (df=3)
> > 
> > The 3 is coming from f$rank + 1.  Shouldn't it be f$rank?  This
> affects
> > AIC(f).
> 
> I count three parameters in a simple linear regression: alpha, beta,
> sigma.
> 
> From a generic-likelihood point of view, I don't see how you can omit the
> last one.
> 
> -pd
> 
> -- 
> Peter Dalgaard
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com
> 
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> 


-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
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