[R] behaviour of logLik and lme

[Prof Brian Ripley]

On Tue, 19 Apr 2005, Dr. Peter Schlattmann wrote:

> when performing a meta analysis I have two results obtained with logLik
> and lme, which I do not quite understand.


> The first result concerns logLik
>
> m0<-glm(or~1,family=gaussian(),data=temp,weights=1./var)
>
> logLik(m0)
> `log Lik.' -7.10697 (df=2)
>
> For comparison direct calculation of the log likelihood gives:
>
> ll<-sum(log(dnorm(temp$or,fitted(m0),sqrt(temp$var))))
>> ll
> [1] -33.19137
>
> Does logLik omit constants or how can this discrepancy be explained?

Simply that logLik.glm uses the correct direct calculation.

Hint: what do weights mean in a glm (see McCullagh & Nelder, 1989, p.29 as 
I recall)?  They do not appear in your `direct calculation'.

[...]

-- 
Brian D. Ripley,                  ripley at 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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595