logLik method for grpreg
Calculates the log likelihood and degrees of freedom for a fitted grpreg object.
## S3 method for class 'grpreg'
logLik(object, df.method=c("default","active"),
REML=FALSE, ...)object |
A fitted grpreg object. |
df.method |
How should effective model parameters be calculated?
One of: |
REML |
Use restricted MLE for estimation of the scale parameter in a gaussian model? Default is FALSE. |
... |
For S3 method compatibility. |
Exists mainly for use with 'AIC' and 'BIC'.
Returns an object of class 'logLik', in this case consisting of a number (or vector of numbers) with two attributes: 'df' (the estimated degrees of freedom in the model) and 'nobs' (number of observations).
The 'print' method for 'logLik' objects is not intended to handle vectors; consequently, the value of the function does not necessarily display correctly. However, it works with 'AIC' and 'BIC' without any glitches and returns the expected vectorized output.
Patrick Breheny
grpreg
data(Birthwt) X <- Birthwt$X y <- Birthwt$bwt group <- Birthwt$group fit <- grpreg(X,y,group,penalty="cMCP") logLik(fit) ## Display is glitchy for vectors AIC(fit) BIC(fit)
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