[R] logLIk(lme(...))?
Spencer Graves
@pencer@gr@ve@ @end|ng |rom e||ect|vede|en@e@org
Tue Aug 29 23:57:59 CEST 2023
I found my problem:
The following function gave llGp1, llGp2 and ll22:
logLik_lm <- function(object){
res <- resid(object)
n <- length(res)
s2MLE <- sum(res^2)/n
lglk <- (-n/2)*(log(2*pi*s2MLE)+1)
lglk
}
logLik(fitGp1)
logLik(fitGp1)-logLik_lm(fitGp1)
llGp1 - logLik_lm(fitGp1)
logLik(fitGp2)
logLik(fitGp2)-logLik_lm(fitGp2)
llGp2 - logLik_lm(fitGp2)
logLik(fit22)
logLik(fit22)-logLik_lm(fit22)
ll22 -logLik_lm(fit22)
These differences were all 0 to within roundoff error. That
confirmed for me that I could safely compare logLik.lm and logLik.lme.
What I thought should have been a linear operation wasn't. Please
excuse the waste of your time.
Thanks,
Spencer Graves
On 8/29/23 11:15 AM, Spencer Graves wrote:
> Hello, all:
>
>
> I have a dataset with 2 groups. I want to estimate 2 means and 2
> standard deviations. I naively think I should be able to use lme to do
> that, e.g., lme(y~gp, random=y~1|gp, method='ML'). I think I should get
> the same answer as from lm(y~1, ...) within each level of group. I can
> get the same means, but I don't know how to extract the within-gp
> standard deviations, and the sum of logLik for the latter two does not
> equal the former.
>
>
> TOY EXAMPLE:
>
>
> library(nlme)
>
>
> set.seed(1)
>
>
> lmePblm <- data.frame(y=c(rnorm(5, 1, 2), rnorm(5,3,5)),
> gp=factor(rep(1:2, each=5)))
>
>
> fit22 <- lme(y~gp, lmePblm, random=~1|gp, method='ML')
>
>
> fitGp1 <- lm(y~1, lmePblm[lmePblm$gp==1, ])
>
>
> fitGp2 <- lm(y~1, lmePblm[lmePblm$gp==2, ])
>
>
> (ll22 <- logLik(fit22))
>
>
> (llGp1 <- logLik(fitGp1))
>
>
> (llGp2 <- logLik(fitGp2))
>
>
> # Why isn't (ll22 = llGp1+llGp2)?
>
>
> (ll22 - llGp1-llGp2)
>
>
> # And secondarily, how can I get the residual standard deviations
> # within each gp from fit22?
>
>
> Thanks,
> Spencer Graves
>
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