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....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
