R: Extract Log-Likelihood from an lm Object

logLik.lm {base} | R Documentation

## Extract Log-Likelihood from an lm Object

### Description

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.

### Usage

    logLik(object, REML = FALSE, ...)

### Arguments

`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.

### Value

the (restricted) log-likelihood of the linear model represented by `object` evaluated at the estimated coefficients.

### Author(s)

Jose Pinheiro and Douglas Bates

### References

Harville, D.A. (1974). Bayesian Inference for Variance Components Using Only Error Contrasts. Biometrika, 61, 383–385.

### See Also

`lm`

### Examples

    data(attitude)
    (fm1 <- lm(rating ~ ., data = attitude))
    logLik(fm1)
    logLik(fm1, REML = TRUE)

    Nnlme <- is.na(match("package:nlme", search()))
    if(require(nlme)) {
      data(Orthodont)
      fm1 <- lm(distance ~ Sex * age, Orthodont)
      print(logLik(fm1))
      print(logLik(fm1, REML = TRUE))
      if(Nnlme) detach( "package:nlme")
    }

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