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vince_faller
Super User (Alumni) vince_faller
Super User (Alumni)

getting AIC/likelihood from model coefficients

Dec 1, 2016 04:41 PM (31488 views)

Maybe a bit off topic, but:

I'm getting a model from R GLMNet (a general regression elastic net package, because the customer won't upgrade from JMP 10) and I need to calculate the AIC.  This package doesn't seem to give me likelihood.  So ... is it possible to calculate the max likelihood from the coefficients? The model is made using the max likelihood so I'm hoping that there is some way to pull this information if I have the chosen model.  It probably isn't, but I'm grasping at straws right now.  

Vince Faller - Predictum
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hafidwr
hafidwr
Level I

Re: getting AIC/likelihood from model coefficients

Nov 21, 2017 01:20 AM (2204 views)  |  Posted in reply to message from Mark_Bailey 12-03-2016

Excuse me, do you have reference on "Deviance(null) - Deviance(fit) = 2(L(model)-L(null))"? 

 

With  2(L(model)-L(null) do you mean it's "2 log likelihood" or "2 log (L0/L1)"?  Shouldn't it be "-2 log likelihood", or the equation of Deviance(null) - Deviance(fit) ignore the negative (-) sign?

 

Sorry for the rapid question.

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