insight: get_loglikelihood – R documentation

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get_loglikelihood

Log-Likelihood

Description

A robust function to compute the log-likelihood of a model, as well as individual log-likelihoods (for each observation) whenever possible. Can be used as a replacement for stats::logLik() out of the box, as the returned object is of the same class (and it gives the same results by default).

Usage

get_loglikelihood(x, ...)

loglikelihood(x, ...)

## S3 method for class 'lm'
get_loglikelihood(x, estimator = "ML", REML = FALSE, verbose = TRUE, ...)

Arguments

`x`	A model.
`...`	Passed down to `logLik()`, if possible.
`estimator`	Corresponds to the different estimators for the standard deviation of the errors. If `estimator="ML"` (default), the scaling is done by n (the biased ML estimator), which is then equivalent to using `stats::logLik()`. If `estimator="OLS"`, it returns the unbiased OLS estimator.
`REML`	Only for linear models. This argument is present for compatibility with `stats::logLik()`. Setting it to `TRUE` will overwrite the `estimator` argument and is thus equivalent to setting `estimator="REML"`. It will give the same results as `stats::logLik(..., REML=TRUE)`. Note that individual log-likelihoods are not available under REML.
`verbose`	Toggle warnings and messages.

Value

An object of class "logLik", also containing the log-likelihoods for each observation as a per_observation attribute (attributes(get_loglikelihood(x))$per_observation) when possible. The code was partly inspired from the nonnest2 package.

Examples

x <- lm(Sepal.Length ~ Petal.Width + Species, data = iris)

get_loglikelihood(x, estimator = "ML") # Equivalent to stats::logLik(x)
get_loglikelihood(x, estimator = "REML") # Equivalent to stats::logLik(x, REML=TRUE)
get_loglikelihood(x, estimator = "OLS")

insight

Easy Access to Model Information for Various Model Objects

v0.14.0

GPL-3

Authors

Daniel Lüdecke [aut, cre] (<https://orcid.org/0000-0002-8895-3206>, @strengejacke), Dominique Makowski [aut, ctb] (<https://orcid.org/0000-0001-5375-9967>, @Dom_Makowski), Indrajeet Patil [aut, ctb] (<https://orcid.org/0000-0003-1995-6531>, @patilindrajeets), Philip Waggoner [aut, ctb] (<https://orcid.org/0000-0002-7825-7573>), Mattan S. Ben-Shachar [aut, ctb] (<https://orcid.org/0000-0002-4287-4801>), Brenton M. Wiernik [aut] (<https://orcid.org/0000-0001-9560-6336>, @bmwiernik)

Initial release