Re: [R] Generalized Estimating Equations and log-likelihood calculation
At 18:29 2004-02-18, you wrote: Is anyone aware of a way to calculate log-likelihood for GEE models? No. GEE fitting is based on quasi-likelihood. However, it is possible to derive AIC-like measures based on the quasi-likelihood. Lebreton et al (1992) suggested a simple adjustment in the GLM case, i.e. when using family=quasibinomal or quasipoisson. For GEE models, Pan (2001) has introduced QIC. None of these measures are implemented in R or in any add-on package as far as I know. Henric __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Generalized Estimating Equations and log-likelihood calculation
At 09:17 2004-02-19, you wrote: For GEE models, Pan (2001) has introduced QIC. None of these measures are implemented in R or in any add-on package as far as I know. Actually, take a look at http://hisdu.sph.uq.edu.au/lsu/SSAI%20course/course_tools.htm Henric __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Generalized Estimating Equations and log-likelihood calculation
On Wed, 18 Feb 2004 [EMAIL PROTECTED] wrote: I'm working with clustered data sets and trying to calculate log-likelihood (and/or AIC, AICc) for my models. In using the gee and geese packages one gets Wald test output; but apparently there is no no applicable method for logLik (log-likelihood)calculation. Is anyone aware of a way to calculate log-likelihood for GEE models? No (as with GLM quasi- models, it is not defined in general). Even if there were, you would have find the maximized log-likelihood to find AIC, and by definition GEE is not ML fitting except in a few special cases. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
