Le 09/12/2019 à 16:45, Bert Gunter a écrit : > In addition, as John's included output shows, only 1 parameter, the > intercept, is fit. As he also said, the sd is estimated from the > residual deviance -- it is not a model parameter. > > Suggest you spend some time with a glm tutorial/text.
I tried ! But I miss this point. I understand now this point. Thanks a lot... big progress for me. But still I don't understand why AIC calculation uses 2 parameters if the SD is estimated from the residual deviance. > y=rnorm(100) > gnul <- glm(y ~ 1) > logLik(gnul) 'log Lik.' -136.4343 (df=2) > AIC(gnul) [1] 276.8687 > -2*logLik(gnul)+2*2 'log Lik.' 276.8687 (df=2) This is not intuitive when to count SD as a parameter (in AIC) or not in df.resuidual ! > > Bert > > On Mon, Dec 9, 2019 at 7:17 AM Marc Girondot via R-help > <r-help@r-project.org <mailto:r-help@r-project.org>> wrote: > > Let do a simple glm: > > > y=rnorm(100) > > gnul <- glm(y ~ 1) > > gnul$coefficients > (Intercept) > 0.1399966 > > The logLik shows the fit of two parameters (DF=2) (intercept) and sd > > > logLik(gnul) > 'log Lik.' -138.7902 (df=2) > > But where is the sd term in the glm object? > > If I do the same with optim, I can have its value > > > dnormx <- function(x, data) {1E9*-sum(dnorm(data, mean=x["mean"], > sd=x["sd"], log = TRUE))} > > parg <- c(mean=0, sd=1) > > o0 <- optim(par = parg, fn=dnormx, data=y, method="BFGS") > > o0$value/1E9 > [1] 138.7902 > > o0$par > mean sd > > 0.1399966 0.9694405 > > But I would like have the value in the glm. > > (and in the meantime, I don't understand why gnul$df.residual > returned > 99... for me it should be 98=100 - number of observations) -1 (for > mean) > - 1 (for sd); but it is statistical question... I have asked it in > crossvalidated [no answer still] !) > > Thanks > > Marc > > ______________________________________________ > R-help@r-project.org <mailto:R-help@r-project.org> mailing list -- > To UNSUBSCRIBE and more, see > 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. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
