Thank you Peter. I didn't realize that was the convention used. Frank
Peter Dalgaard-2 wrote: > > On Mar 28, 2011, at 05:36 , Frank Harrell wrote: > > > I have a question about the computation of the degrees of freedom in > a linear > > model: > > > > x <- runif(20); y <- runif(20) > > f <- lm(y ~ x) > > logLik(f) > > 'log Lik.' -1.968056 (df=3) > > > > The 3 is coming from f$rank + 1. Shouldn't it be f$rank? This > affects > > AIC(f). > > I count three parameters in a simple linear regression: alpha, beta, > sigma. > > From a generic-likelihood point of view, I don't see how you can omit the > last one. > > -pd > > -- > Peter Dalgaard > Center for Statistics, Copenhagen Business School > Solbjerg Plads 3, 2000 Frederiksberg, Denmark > Phone: (+45)38153501 > Email: pd....@cbs.dk Priv: pda...@gmail.com > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/Degrees-of-freedom-for-lm-in-logLik-and-AIC-tp3410687p3411759.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
