Hi all, I have run a regression and want to calculate the likelihood of obtaining the sample. Is there a way in which I can use R to get this likelihood value? Appreciate your help on this.
The following are the details: raw_ols1=lm(data$LOSS~data$GDP+data$HPI+data$UE) summary(raw_ols1) Call: lm(formula = data$LOSS ~ data$GDP + data$HPI + data$UE) Residuals: Min 1Q Median 3Q Max -0.0023859 -0.0006236 0.0002444 0.0006739 0.0017713 Coefficients: Estimate Std. Erro t value Pr(>|t|) (Intercept) -3.940e-02 6.199e-03 -6.356 9.54e-06 *** data$GDP 3.467e-09 7.652e-09 0.453 0.656580 data$HPI 7.935e-05 1.875e-05 4.232 0.000635 *** data$UE 6.858e-04 2.800e-04 2.449 0.026227 * --- Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1 Residual standard error: 0.001198 on 16 degrees of freedom Multiple R-squared: 0.9528, Adjusted R-squared: 0.944 F-statistic: 107.8 on 3 and 16 DF, p-value: 7.989e-11 Thanks and regards, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version deleted]]
______________________________________________ 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.