logLik.lm                package: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")
     }

