adj_loglik {chantrics} | R Documentation |
Loglikelihood adjustments for fitted models
Description
This function adjusts the loglikelihood of fitted model objects based on Chandler and Bate (2007). It is a generic function for different types of models, which are listed in Supported models. This section also contains links to function-specific help pages.
Usage
adj_loglik(x, cluster = NULL, use_vcov = TRUE, use_mle = TRUE, ...)
Arguments
x |
A supported fitted model object, see Supported models |
cluster |
A vector or factor indicating the cluster the corresponding
loglikelihood contribution belongs to. It is required to have the same
length as the vector returned by |
use_vcov |
A logical scalar. By default, the |
use_mle |
A logical scalar. By default, the MLE from |
... |
Further arguments to be passed to |
Details
If use_vcov = TRUE
, the current default, the function will test
whether a vcov
S3 method exists for x
, and will take the
variance-covariance matrix from there. Otherwise, or if use_vcov = FALSE
the variance-covariance matrix of the MLE is estimated inside
chandwich::adjust_loglik()
using stats::optimHess()
.
Value
An object of class "chantrics"
inheriting from class "chandwich"
.
See the documentation provided with chandwich::adjust_loglik()
.
Supported models
Available methods
"chantrics"
objects have the following methods available to them:
-
alrtest
- Adjusted Likelihood ratio tests -
lmtest::coeftest
- \(z\) tests for all coefficients -
confint
andplot.confint
- confidence intervals for all coefficients, and diagnostics plots forconfint()
. -
conf_intervals
- enhanced confidence interval reports -
conf_region
- two-dimensional confidence regions
Examples
See the model-specific pages in the supported models section.
References
R. E. Chandler and S. Bate, Inference for clustered data using the independence loglikelihood, Biometrika, 94 (2007), pp. 167–183. doi: 10.1093/biomet/asm015.
See Also
lax::alogLik()
supports adjustment for user-supplied objects.