logLik.gam {mgcv}R Documentation

Extract the log likelihood for a fitted GAM

Description

Function to extract the log-likelihood for a fitted gam model (note that the models are usually fitted by penalized likelihood maximization).

Usage

logLik.gam(object,...)

Arguments

object fitted model objects of class gam as produced by gam().
... un-used in this case

Details

Modification of logLik.glm which corrects the degrees of freedom for use with gam objects.

The function is provided so that AIC functions correctly with gam objects, and uses the appropriate degrees of freedom (accounting for penalization). Note, when using AIC for penalized models, that the degrees of freedom are the effective degrees of freedom and not the number of parameters, and the model maximizes the penalized likelihood, not the actual likelihood!

Value

Standard logLik object: see logLik.

WARNING

Note that the likelihood is evaluated at the maximum of the penalized likelihood for most GAMs, rather than at the MLE.

Author(s)

Simon N. Wood simon@stats.gla.ac.uk based directly on logLik.glm

See Also

AIC


[Package mgcv version 1.1-5 Index]