logLik method for grpreg

Calculates the log likelihood and degrees of freedom for a fitted grpreg object.

Usage

# S3 method for class 'grpreg'
logLik(object, df.method = c("default", "active"), REML = FALSE, ...)

# S3 method for class 'grpsurv'
logLik(object, df.method = c("default", "active"), ...)

Arguments

object

A fitted grpreg or grpsurv object, as obtained from grpreg() or grpsurv()

df.method

How should effective model parameters be calculated? One of: "active", which counts the number of nonzero coefficients; or "default", which uses the calculated df returned by grpreg. Default is "default".

REML

Use restricted MLE for estimation of the scale parameter in a gaussian model? Default is FALSE.

...

For S3 method compatibility.

Value

Returns an object of class 'logLik', in this case consisting of a number (or vector of numbers) with two attributes: 'df' (the estimated degrees of freedom in the model) and 'nobs' (number of observations).

The 'print' method for 'logLik' objects is not intended to handle vectors; consequently, the value of the function does not necessarily display correctly. However, it works with 'AIC' and 'BIC' without any glitches and returns the expected vectorized output.

Details

Exists mainly for use with stats::AIC() and stats::BIC().

See also

grpreg()

Author

Patrick Breheny

Examples

data(Birthwt)
X <- Birthwt$X
y <- Birthwt$bwt
group <- Birthwt$group
fit <- grpreg(X,y,group,penalty="cMCP")
logLik(fit) ## Display is glitchy for vectors
#> 'log Lik.' -207.9942, -205.8047, -204.2471, -202.6167, -200.1960, -197.4306, -194.3174, -191.4073, -188.4177, -185.6547, -183.3583, -181.5515, -179.8315, -178.4712, -177.4033, -176.4566, -175.7113, -175.0176, -174.3787, -173.8237, -173.3874, -173.0445, -172.7754, -172.5640, -172.3983, -172.2685, -172.1669, -172.0874, -172.0254, -171.9770, -171.9392, -171.9098, -171.8870, -171.8693, -171.8555, -171.8449, -171.8355, -171.8255, -171.8150, -171.8067, -171.8003, -171.7954, -171.7915, -171.7886, -171.7863, -171.7845, -171.7832, -171.7821, -171.7813, -171.7807, -171.7803, -171.7799, -171.7796, -171.7794, -171.7793, -171.7791, -171.7791, -171.7790, -171.7789, -171.7789, -171.7789, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788, -171.7788 (df= 2.000000 2.153895 2.280447 2.440723 2.716807 3.081085 3.529672 4.005194 4.582002 5.191650 5.756456 6.250947 6.809371 7.302987 7.737498 8.250717 8.705069 9.230792 9.80511410.39037110.90821011.36729411.77549612.13863512.46211712.75044513.00750313.23668113.44096113.62297813.78506913.92931914.05758914.17154614.27263214.36230014.55110014.87085515.35404915.75704316.08718916.36138716.59137016.78570516.95085517.09181017.21249417.31603517.40488917.48113417.54683817.60396717.65360717.69669117.73398417.76657317.79501717.81979017.84159517.86071417.87767917.89259817.90570817.91721417.92729517.93611217.94376717.95052417.95648517.96173717.96636017.97042517.96469917.96860017.97208917.97515217.97783917.98022117.98235217.98427217.98600017.98755517.98895217.99020817.99133517.99234717.99325317.99406417.99478917.99543617.99601417.99652817.99698517.99739117.99775117.99806817.99834817.99859417.99881017.998999)
AIC(fit)
#>   [1] 419.9884 415.9171 413.0551 410.1149 405.8256 401.0234 395.6942 390.8250
#>   [9] 385.9994 381.6926 378.2296 375.6049 373.2817 371.5483 370.2815 369.4147
#>  [17] 368.8327 368.4968 368.3677 368.4282 368.5912 368.8236 369.1017 369.4053
#>  [25] 369.7208 370.0378 370.3488 370.6482 370.9327 371.1999 371.4486 371.6783
#>  [33] 371.8892 372.0816 372.2563 372.4144 372.7731 373.3927 374.3380 375.1275
#>  [41] 375.7750 376.3135 376.7658 377.1486 377.4743 377.7527 377.9913 378.1963
#>  [49] 378.3725 378.5237 378.6542 378.7677 378.8665 378.9522 379.0265 379.0914
#>  [57] 379.1481 379.1975 379.2410 379.2792 379.3131 379.3429 379.3690 379.3920
#>  [65] 379.4122 379.4298 379.4451 379.4586 379.4705 379.4810 379.4903 379.4984
#>  [73] 379.4869 379.4947 379.5017 379.5078 379.5132 379.5180 379.5222 379.5261
#>  [81] 379.5295 379.5326 379.5354 379.5379 379.5402 379.5422 379.5440 379.5457
#>  [89] 379.5471 379.5484 379.5496 379.5506 379.5515 379.5523 379.5530 379.5537
#>  [97] 379.5542 379.5547 379.5551 379.5555
BIC(fit)
#>   [1] 426.4719 422.8995 420.4477 418.0271 414.6328 411.0115 407.1365 403.8089
#>   [9] 400.8531 398.5227 396.8905 395.8689 395.3560 395.2227 395.3646 396.1615
#>  [17] 397.0523 398.4207 400.1534 402.1112 403.9529 405.6735 407.2749 408.7556
#>  [25] 410.1198 411.3716 412.5158 413.5582 414.5049 415.3621 416.1363 416.8336
#>  [33] 417.4603 418.0222 418.5246 418.9733 419.9441 421.6002 424.1120 426.2079
#>  [41] 427.9256 429.3530 430.5508 431.5636 432.4247 433.1600 433.7899 434.3306
#>  [49] 434.7947 435.1931 435.5366 435.8354 436.0950 436.3204 436.5156 436.6862
#>  [57] 436.8351 436.9648 437.0790 437.1791 437.2680 437.3461 437.4148 437.4751
#>  [65] 437.5279 437.5741 437.6142 437.6497 437.6809 437.7084 437.7326 437.7540
#>  [73] 437.7240 437.7444 437.7627 437.7787 437.7928 437.8053 437.8165 437.8265
#>  [81] 437.8356 437.8437 437.8511 437.8576 437.8636 437.8689 437.8736 437.8779
#>  [89] 437.8817 437.8850 437.8881 437.8908 437.8932 437.8953 437.8972 437.8988
#>  [97] 437.9003 437.9016 437.9027 437.9037