[R] Bug or Feature? LogLik.nls and non-central F distribution.
Peter Dalgaard BSA
p.dalgaard at biostat.ku.dk
Wed Jan 15 17:26:02 CET 2003
"Matthew L. Fidler" <fidler at math.utah.edu> writes:
> > logLik(short.alif.fit);
> `log Lik.' 6.307024 (df=1)
>
> My problem with this number is that exp(logLik) > 1. If the error
> structure is independent, identically distributed normal (which I
> assumed was the case), then the Likelihood function should only give a
> number from 0 to 1...
Whatever gave you that idea? Likelihoods can easily be larger than 1
for the same reasons that densitites can. Besides, there is often a
multiplicative factor removed from the calculation when it depends on
data only.
> I am running R 1.6.1. Perhaps this is due to
> some strange assumption of non-independent normals??? Maybe something
> else??? I assumed that the Likelihood function should be
>
> -n/2*log(2*pi)-n/2*log(d)-n/2
>
> Where d=MLE (biased) estimator of the variance
But that's unbounded as d goes to zero and log(d) becomes negative!
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
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