The number reported as deviance
by F.cjs.estim
is relative
deviance, calculated as -2*log(likelihood). IF THERE ARE NO INDIVIDUAL-VARYING
COVARIATES in the model, it is possible to compute the theoretical log-likelihood
for a set of data assuming perfect prediction. This is the saturated log-likelihood.
The actual deviance of a model is the deviance of the model relative to this
theoretical maximum, computed as -2*((saturated log-likelihood) -
2*(model log-likelihood)).
In the parameterization of F.cjs.estim
, all covariates are potentially individual and
time varying, and in this case the saturated log-likelihood is unknown. Consequently,
the saturated likelihood is not often needed in MRA. This routine was included
as a utility function because the saturated likelihood is handy in some cases, including
parametric bootstrapping to estimate C-hat.
Assuming cjs.fit
is an estimated CJS model with time varying
covariates only fit to histories in cjs.hists
, compute deviance as
-F.sat.lik(cjs.hists) - 2*cjs.fit\$loglik
=
cjs.fit\$deviance - F.sat.lik(cjs.hists)