Re: [R] Higher log-likelihood in null vs. fitted model

2012-05-31 Thread Brian S Cade
04:09 PM Subject: Re: [R] Higher log-likelihood in null vs. fitted model Sent by: r-help-boun...@r-project.org Interesting. If you use the deviances printed out by the fitted model (including the null deviance) and back-engineer it to log-likelihoods, you get results identical to Stata. >

Re: [R] Higher log-likelihood in null vs. fitted model

2012-05-31 Thread Andrew Miles
Interesting. If you use the deviances printed out by the fitted model (including the null deviance) and back-engineer it to log-likelihoods, you get results identical to Stata. > m$deviance*(-.5) [1] -390.9304 > m$null.deviance*(-.5) [1] -393.064 However, using the deviance to calculate the AI

Re: [R] Higher log-likelihood in null vs. fitted model

2012-05-31 Thread Mark Leeds
Hi Duncan: I don't know if the following can help but I checked the code and logLik defines the log likelihood as (p - glmobject$aic/2) where p is the glmobject$rank. So, the reason for the likelihood being less is that, in the null, it ends up being ( 1 - glmobject$aic/2) and in the other one i

Re: [R] Higher log-likelihood in null vs. fitted model

2012-05-31 Thread Duncan Murdoch
On 12-05-31 8:53 AM, Andrew Miles wrote: Two related questions. First, I am fitting a model with a single predictor, and then a null model with only the intercept. In theory, the fitted model should have a higher log-likelihood than the null model, but that does not happen. See the output belo

[R] Higher log-likelihood in null vs. fitted model

2012-05-31 Thread Andrew Miles
Two related questions. First, I am fitting a model with a single predictor, and then a null model with only the intercept. In theory, the fitted model should have a higher log-likelihood than the null model, but that does not happen. See the output below. My first question is, how can this happ