loglikpls {plsRglm}

loglikelihood function for plsR models

Description

This function provides loglikelihood computation for an univariate plsR model.

Usage

loglikpls(residpls, weights = rep.int(1, length(residpls)))

Arguments

residpls

Residuals of a fitted univariate plsR model

weights

Weights of observations

Details

Loglikelihood functions for plsR models with univariate response.

Value

real

Loglikelihood value

Author(s)

Frédéric Bertrand
[e-mail]
https://fbertran.github.io/homepage/

References

Baibing Li, Julian Morris, Elaine B. Martin, Model selection for partial least squares regression, Chemometrics and Intelligent Laboratory Systems 64 (2002) 79-89, doi:10.1016/S0169-7439(02)00051-5.

See Also

AICpls for AIC computation and logLik for loglikelihood computations for linear models

Examples

data(pine)
ypine <- pine[,11]
Xpine <- pine[,1:10]
(Pinscaled <- as.data.frame(cbind(scale(ypine),scale(as.matrix(Xpine)))))
colnames(Pinscaled)[1] <- "yy"

lm(yy~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10,data=Pinscaled)

modpls <- plsR(ypine,Xpine,10)
modpls$Std.Coeffs
lm(yy~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10,data=Pinscaled)

AIC(lm(yy~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10,data=Pinscaled))
print(logLik(lm(yy~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10,data=Pinscaled)))

sum(dnorm(modpls$RepY, modpls$Std.ValsPredictY, sqrt(mean(modpls$residY^2)), log=TRUE))
sum(dnorm(Pinscaled$yy,fitted(lm(yy~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10,data=Pinscaled)),
sqrt(mean(residuals(lm(yy~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10,data=Pinscaled))^2)), log=TRUE))
loglikpls(modpls$residY)
loglikpls(residuals(lm(yy~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10,data=Pinscaled)))
AICpls(10,residuals(lm(yy~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10,data=Pinscaled)))
AICpls(10,modpls$residY)