grpreg (version 3.5.0)

logLik.grpreg: logLik method for grpreg

Description

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

Usage

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

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.

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.

Author

Patrick Breheny

Details

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

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)