logLik.lmSubsets: Extract the log-likelihood from a subset regression

In lmSubsets: Exact Variable-Subset Selection in Linear Regression

Description

Return the log-likelihood of the the specified submodels.

Usage

## S3 method for class 'lmSubsets'
logLik(object, size, best = 1, ..., na.rm = TRUE, drop = TRUE)

## S3 method for class 'lmSelect'
logLik(object, best = 1, ..., na.rm = TRUE, drop = TRUE)

Arguments

object	"lmSubsets", "lmSelect"—a subset regression
size	integer[]—the submodel sizes
best	integer[]—the submodel positions
...	ignored
na.rm	logical—if TRUE, remove NA entries
drop	logical—if TRUE, simplify structure

Value

double[]—the log-likelihoods

See Also

• lmSubsets() for all-subsets regression

• lmSelect() for best-subset regression

• logLik() for the S3 generic

lmSubsets documentation built on Feb. 8, 2021, 1:06 a.m.