[R] How to obtain individual log-likelihood value from glm?

peter dalgaard pd@|gd @end|ng |rom gm@||@com
Sat Aug 29 11:31:31 CEST 2020



> On 25 Aug 2020, at 18:40 , peter dalgaard <pdalgd using gmail.com> wrote:
> 
> If you don't worry too much about an additive constant, then half the negative squared deviance residuals should do. (Not quite sure how weights factor in. Looks like they are accounted for.)
> 
> -pd
> 
>> On 25 Aug 2020, at 17:33 , John Smith <jswhct using gmail.com> wrote:
>> 
>> Dear R-help,
>> 
>> The function logLik can be used to obtain the maximum log-likelihood value
>> from a glm object. This is an aggregated value, a summation of individual
>> log-likelihood values. How do I obtain individual values? In the following
>> example, I would expect 9 numbers since the response has length 9. I could
>> write a function to compute the values, but there are lots of
>> family members in glm, and I am trying not to reinvent wheels. Thanks!
>> 
>> counts <- c(18,17,15,20,10,20,25,13,12)
>>    outcome <- gl(3,1,9)
>>    treatment <- gl(3,3)
>>    data.frame(treatment, outcome, counts) # showing data
>>    glm.D93 <- glm(counts ~ outcome + treatment, family = poisson())
>>    (ll <- logLik(glm.D93))
>> 
>> 	[[alternative HTML version deleted]]
>> 
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> 
> -- 
> Peter Dalgaard, Professor,
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Office: A 4.23
> Email: pd.mes using cbs.dk  Priv: PDalgd using gmail.com
> 
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> 

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: pd.mes using cbs.dk  Priv: PDalgd using gmail.com



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