Calculates the log likelihood and degrees of freedom for a
fitted grpreg object.
Usage
# S3 method for grpreg
logLik(object, df.method=c("default","active"),
REML=FALSE, ...)
Arguments
object
A fitted grpreg object.
df.method
How should effective model parameters be calculated?
One of: "active", which counts the number of nonzero
coefficients; or "default", which uses the calculated
df returned by grpreg. Default is "default".
REML
Use restricted MLE for estimation of the scale parameter
in a gaussian model? Default is FALSE.
…
For S3 method compatibility.
Value
Returns an object of class 'logLik', in this case consisting of a
number (or vector of numbers) with two attributes: 'df' (the estimated
degrees of freedom in the model) and 'nobs' (number of observations).
The 'print' method for 'logLik' objects is not intended to handle
vectors; consequently, the value of the function does not necessarily
display correctly. However, it works with 'AIC' and 'BIC' without any
glitches and returns the expected vectorized output.
# NOT RUN {data(Birthwt)
X <- Birthwt$X
y <- Birthwt$bwt
group <- Birthwt$group
fit <- grpreg(X,y,group,penalty="cMCP")
logLik(fit) ## Display is glitchy for vectorsAIC(fit)
BIC(fit)
# }