[R] Servreg $loglik
David Winsemius
dwinsemius at comcast.net
Tue Jul 20 18:27:30 CEST 2010
On Jul 20, 2010, at 11:20 AM, Charles Annis, P.E. wrote:
> Dear R-experts:
>
> I am using survreg() to estimate the parameters of a Weibull density
> having
> right-censored observations. Some observations are weighted. To do
> that I
> regress the weighed observations against a column of ones.
>
> When I enter the data as 37 weighted observations, the parameter
> estimates
> are exactly the same as when I enter the data as the corresponding 70
> unweighted observations. This is to be expected, of course.
>
> I don't understand, however, why the reported loglikelihood is
>> parameter.estimates$loglik
> [1] -120.4699 -120.4699
> for the 37 weighted observations, but
>> parameter.estimates$loglik
> [1] -135.1527 -135.1527
> for the 70 unweighted observations.
This has come up on r-help many times before (and probably on other
lists as well), despite not being an R question at all. It is
commonplace in modeling grouped data to see likelihoods reported
differently from the result obtained when modeling ungrouped data
representations with the same frequencies. The only valid statistical
process is to compare differences in the likelihoods (or log(L) ),
since the likelihood (or log(L) ) is only defined up to an arbitrary
constant. You need to be comparing the result to some sort of "null
model" for it to have any meaning. (... or perhaps that is your null
model and you need to be looking at the impact of adding a covariate
or two.)
--
David.
>
> (For the record, my computations of the loglikelihood, using the
> dweibull()
> function for the observations and the pweibull() function for the
> censored
> observations, is -135.1527 for both 37 weighted and 70 unweighted.)
>
> I am using the data from Meeker and Escobar, _Statistical Methods for
> Reliability Data_, Wiley (1998), Table C.1, shown below:
>
> Hours Status Num.Parts
> 450 Failure 1
> 460 R-Censored 1
> 1150 Failure 2
> 1560 R-Censored 1
> 1600 Failure 1
> 1660 R-Censored 1
> 1850 R-Censored 5
> 2030 R-Censored 3
> 2070 Failure 2
> 2080 Failure 1
> 2200 R-Censored 1
> 3000 R-Censored 4
> 3100 Failure 1
> 3200 R-Censored 1
> 3450 Failure 1
> 3750 R-Censored 2
> 4150 R-Censored 4
> 4300 R-Censored 4
> 4600 Failure 1
> 4850 R-Censored 4
> 5000 R-Censored 3
> 6100 R-Censored 3
> 6100 Failure 1
> 6300 R-Censored 1
> 6450 R-Censored 2
> 6700 R-Censored 1
> 7450 R-Censored 1
> 7800 R-Censored 2
> 8100 R-Censored 2
> 8200 R-Censored 1
> 8500 R-Censored 3
> 8750 R-Censored 2
> 8750 Failure 1
> 9400 R-Censored 1
> 9900 R-Censored 1
> 10100 R-Censored 3
> 11500 R-Censored 1
>
> I am running R version 2.11.1 (2010-05-31) on a HP Windows 7 box
> with 8 gig
> RAM.
>
>
> Thank you for your help.
>
> Charles Annis, P.E.
>
> Charles.Annis at StatisticalEngineering.com
> 561-352-9699
> http://www.StatisticalEngineering.com
>
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
West Hartford, CT
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