[R] question regarding lm and logLik in R

[Wright, Deanne]

It appears that the degrees of freedom reported by logLik changed between R
1.4.1 and R 1.5.1.  Is this true?

Detail:

> I have been using the lm and logLik functions in R to develop code using
> version 1.4.1.  When I run it on version 1.5.1,  I'm getting different
> degrees of freedom with the logLik function.  Version 1.5.1 seems to give
> one extra degree of freedom than version 1.4.1.  As long as this is
> consistent, it is not a problem for me since I'm doing likelihood ratio
> tests, using differences in the degrees of freedom.  However, I wanted to
> make sure that the degrees of freedom will be correct before I proceed.
> 
> The data set I am using has 1000 observations.  Both version 1.4.1 and
> version 1.5.1 give 930 degrees of freedom for the residual using the anova
> function (which also agrees with SAS), but version 1.4.1 returns 70
> degrees of freedom with logLik, while version 1.5.1 returns 71 degrees of
> freedom.  All of the other output seems to be the same.
> 
One person suggested that version 1.5 might include estimation of the
residual variance into the model parameters.  Does anyone know if 
a) this is the only change or if there is somewhere I can read about how the
degrees of freedom are calculated?
b) the degrees of freedom in 1.5.1 are correct for using in differences for
LRTs?

> Thanks very much for you consideration,
> Deanne Wright
> Deanne.Wright at pioneer.com
> 
> 
> 


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