[R] Calculating AICc using conditional logistic regression
Charles C. Berry
cberry at tajo.ucsd.edu
Tue Dec 12 20:49:45 CET 2006
On Tue, 12 Dec 2006, K.Boughey at uea.ac.uk wrote:
> I have a case-control study that I'm analysing using the conditional
> logistic regression function clogit from the survival package.
>
> I would like to calculate the AICc of the models I fit using clogit.
>
> I have a variety of scripts that can calculate AICc for models with a
> logLik method, but clogit does not appear to use this method.
>
> Is there a way I can calculate AICc from clogit in R?
Review
?logLik
?coxph.object
and then roll your own logLik.coxph.
Here is one version:
logLik.coxph <-
function(object,...) {
y <- -1 * (object$loglik[1] - object$loglik[2])
class(y) <- "logLik"
attr(y,'df')<- sum(!is.na(object$coef))
y
}
Try it like this:
> fit <- clogit(case ~ spontaneous + induced + strata(stratum), data =
infert)
> logLik(fit)
'log Lik.' 26.57712 (df=2)
>
[...]
Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu UC San Diego
http://biostat.ucsd.edu/~cberry/ La Jolla, San Diego 92093-0717
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