And by the way.... [🇷 for BE/BA]

posted by ElMaestro  – Denmark, 2020-07-24 14:52 (1371 d 07:50 ago) – Posting: # 21785
Views: 15,196

Obj.F12=function(Pars)
##returns the restricted log likelihood.
##apart from k, this is line 3 of page 10 of:
##http://people.csail.mit.edu/xiuming/docs/tutorials/reml.pdf
##k is defined from the number of observations, and .
{
  CovM=Create.CovM(Pars)
  k=  -((length(y)-ncol(X))/2)*log(2*pi)
  A= -0.5*log( det(CovM))
  B= -0.5*log( det(t(X) %*% solve(CovM) %*% X))
  est.b = solve(t(X) %*% solve(CovM) %*% X) %*% t(X) %*% solve(CovM) %*% y
  tmp= y - X %*% est.b
  C=-0.5 *(t(tmp) %*% solve(CovM) %*% tmp)
  return(k+A+B+C)
}


....this is exactly also the REML likelihood function that SAS defines.

Pass or fail!
ElMaestro

Complete thread:

UA Flag
Activity
 Admin contact
22,993 posts in 4,828 threads, 1,651 registered users;
102 visitors (0 registered, 102 guests [including 4 identified bots]).
Forum time: 22:42 CEST (Europe/Vienna)

Never never never never use Excel.
Not even for calculation of arithmetic means.    Martin Wolfsegger

The Bioequivalence and Bioavailability Forum is hosted by
BEBAC Ing. Helmut Schütz
HTML5