Re: [R] GLM output for deviance and loglikelihood

2011-04-21 Thread peter dalgaard
On Apr 21, 2011, at 11:30 , Jeffrey Pollock wrote: > So am I right in saying that Binary data isnt the only case where this is > true? It would make sense to me that for a multinomial model you could have a > unique factor for each data point and thus be able to create a likelihood of > 1. Ye

Re: [R] GLM output for deviance and loglikelihood

2011-04-21 Thread Jeffrey Pollock
algorithm until the coefficients where either 'Inf' or '-Inf'. Please let me know your thoughts on this. Thanks again, Jeff -Original Message- From: peter dalgaard [mailto:pda...@gmail.com] Sent: 21 April 2011 09:32 To: Juliet Hannah Cc: Jeffrey Pollock; r-help@r-p

Re: [R] GLM output for deviance and loglikelihood

2011-04-21 Thread peter dalgaard
On Apr 21, 2011, at 05:14 , Juliet Hannah wrote: > As you mentioned, the deviance does not always reduce to: > > D = -2(loglikelihood(model)) > > It does for ungrouped data, such as for binary logistic regression. To be precise, it only happens when the log likelihood of the saturated model i

Re: [R] GLM output for deviance and loglikelihood

2011-04-20 Thread Juliet Hannah
As you mentioned, the deviance does not always reduce to: D = -2(loglikelihood(model)) It does for ungrouped data, such as for binary logistic regression. So let's stick with the original definition. In this case, we need the log-likelihood for the saturated model. x = rnorm(10) y = rpois(10,l

[R] GLM output for deviance and loglikelihood

2011-04-15 Thread Jeffrey Pollock
It has always been my understanding that deviance for GLMs is defined by; D = -2(loglikelihood(model) - loglikelihood(saturated model)) and this can be calculated by (or at least usually is); D = -2(loglikelihood(model)) As is done so in the code for 'polr' by Brian Ripley (in the