"Matthew L. Fidler" <[EMAIL PROTECTED]> writes: > > logLik(short.alif.fit); > `log Lik.' 6.307024 (df=1) > > My problem with this number is that exp(logLik) > 1. If the error > structure is independent, identically distributed normal (which I > assumed was the case), then the Likelihood function should only give a > number from 0 to 1...
Whatever gave you that idea? Likelihoods can easily be larger than 1 for the same reasons that densitites can. Besides, there is often a multiplicative factor removed from the calculation when it depends on data only. > I am running R 1.6.1. Perhaps this is due to > some strange assumption of non-independent normals??? Maybe something > else??? I assumed that the Likelihood function should be > > -n/2*log(2*pi)-n/2*log(d)-n/2 > > Where d=MLE (biased) estimator of the variance But that's unbounded as d goes to zero and log(d) becomes negative! -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
