[R-sig-ME] Likelihood function of lme4

[Ben Bolker]

   OK.  You should make sure to check that lme4 and frontier are 
computing *commensurate* log-likelihoods (e.g. that the normalization 
constants are consistently included in both packages); if possible (it 
isn't always), it's good to try to fit *identical* models in both 
package to make sure they give the same log-likelihoods. (You can't fit 
an lmer model without a random effect, but you can re-evaluate its 
likelihood with the RE variances set to zero.)

On 4/20/21 11:52 AM, Yashree Mehta wrote:
> Yes, I am trying to run the Vuong test.
> 
> The other model with which I am comparing the lme4 model belongs to the 
> "frontier" class of models. I did use nonnest2 but got the following error:
> Error in UseMethod("llcont") :
>    no applicable method for 'llcont' applied to an object of class 
> "frontier"
> 
> So I decided to calculate the Vuong statistic by constructing it using 
> observation-level loglikelihoods.
> 
> Thank you.
> 
> Regards,
> Yashree