R: logLik method for grpreg

logLik.grpreg {grpreg} | R Documentation

## logLik method for grpreg

### Description

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, ...)

### Arguments

`object` | A fitted grpreg object.
`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.

### Details

Exists mainly for use with `'AIC'` and `'BIC'`.

### 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.

### Author(s)

Patrick Breheny

### See Also

`grpreg`

### 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
    AIC(fit)
    BIC(fit)

[Package grpreg version 3.2-1 Index]