[R-sig-ME] LogLikelihood
bbonit at tin.it
bbonit at tin.it
Sun Jan 25 18:27:52 CET 2015
Dear list, my name is Gianluca Bonitta
I'm trying to build up the Loglikelihood of the following model.
For check it I had used logLik(mod0,REML=F) like "gold standard"
Like You see there is a difference # diff logLik(mod0,REML=F) - mylog = 0.6339805
Can somebody help to resolve my mistake ?
Maybe professor Bolker or professor Bates that are the "fathers" of lme4 pack
thank You in advance
Best
Gianluca
########################################################################################
library(lme4)
data(sleepstudy)
dat <- sleepstudy[ (sleepstudy$Days %in% 0:4) & (sleepstudy$Subject %in% 331:333) ,]
colnames(dat) <- c("y", "x", "group")
mod0 <- lmer( y ~ 1 + x +( x | group ), data = dat,REML="F")
########################################################################################
q <- 2 # number of random effects
n <- nrow(dat) # number of individuals
m <- length(unique(dat$group)) # number of groups
Y <- dat$y # response vector
R <- diag(1,nrow(dat))*summary(mod0)$sigma^2 # covariance matrix of residuals
beta <- as.numeric(fixef(mod0)) # fixed effects vector (p x 1)
a<-rep(c(597.1903,60.05023),m) # variance rand effects
ranef(mod0)$group
b <-c(17.94432, -3.753130,-33.31148, 10.294328,15.36716, -6.541198) # random effect estimated
D <-matrix(-0.97,6,6) # random effect estimated correlation
diag(D) <-a
X <- cbind(rep(1,n), dat$x) # model matrix of fixed effects (n x p)
Z.sparse<- getME(mod0,"Z") # model matrix of random effect (sparse format)
Z <- as.matrix(Z.sparse)
V <-Z%*% D %*% t(Z) + R # (total) covariance matrix of Y
# check: values in Y can be perfectly matched using lmer's information
Y.test <- X %*% beta + Z %*% b + resid(mod0)
cbind(Y, Y.test)
mu = X %*% beta + Z %*% b
###############################################################################################
ll = -n/2*log(2*pi) - sum(log(diag(chol(V)))) - .5 * t(Y- mu) %*% chol2inv(chol(V)) %*% (Y-mu);
logLik(mod0,REML=F)
ll
####################################à
# diff 'log Lik.' 0.6339805 (df=6)
logLik(mod0,REML=F) -ll
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