On Mon, 23 Apr 2001, fzhang wrote:
> Hi,
> I fitted a poisson model with GLM, and would like to save the likelihood or
> log-lokelihood of the model. Can anyone point out a quick way to do this?
Depends a bit what you need. If fit is glm object, deviance(fit) gives the
deviance, which is const - 2*log-likelihood. For many purposes you don't
need the constant, since for comparison of different models this is all you
need and technically the likelihood is only defined to a constant
(depending on the sominating measure, although here counting measure is
obviously preferred).
If you really need the log-likelhood, the formula is
sum(log(dpois(y, mu) * wt))
where y is the response, nu = fitted(fit) and wt is the weights supplied
in the fit. You can extract all these pieces from the fit if you need to,
using model.extract(model.frame(fit), ...)
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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