[R] logLik == -Inf in gls

From: <nhy303_at_abdn.ac.uk>
Date: Thu 09 Feb 2006 - 02:27:19 EST


I am trying to fit a generalised least squares model using gls in the nlme package.

The model seems to fit very well when I plot the fitted values against the original

values, and the model parameters have quite narrow confidence intervals (all are

significant at p<5%).

The problem is that the log likelihood is always given as -Inf. This doesn't seem to make sense because the model seems to fit my data so well.  I have checked that the residuals are stationary using an adf test. I can't work out whether

Possible causes are:

But, I've tried recreating the problem using a simpler data set, and have never found the same problem.

The command I use to fit the model is...

result2 <- gls(lci4150 ~ propCapInStomachs +

                        temperature +
                        as.factor(monthNumber) +
                        lagLci1 +
                        lagcap1 +
                        lagcap2,
              data = monthly,
              subset = subset1985,
              na.action = na.approx,
              weights = varFixed( ~ 1/numob4150)
             )



The output I get is...

Generalized least squares fit by REML
  Model: lci4150 ~ propCapInStomachs + temperature + as.factor(monthNumber) +

lagLci1 + lagcap1 + lagcap2
  Data: monthly
  Subset: subset1985
  AIC BIC logLik
  Inf Inf -Inf

Variance function:
 Structure: fixed weights
 Formula: ~1/numob4150

Coefficients:

                              Value Std.Error   t-value p-value
(Intercept)              -0.3282412 0.5795665 -0.566356  0.5717
propCapInStomachs         0.0093283 0.0039863  2.340107  0.0202
temperature               0.4342514 0.1526104  2.845490  0.0048
as.factor(monthNumber)2   0.3990717 0.3869991  1.031195  0.3036
as.factor(monthNumber)3   1.3788334 0.3675690  3.751223  0.0002
as.factor(monthNumber)4   1.4037195 0.3857764  3.638686  0.0003
as.factor(monthNumber)5   0.9903316 0.3436177  2.882074  0.0043
as.factor(monthNumber)6   0.3453741 0.3043698  1.134719  0.2577
as.factor(monthNumber)7   0.3948442 0.3035142  1.300909  0.1946
as.factor(monthNumber)8   0.5021812 0.3532413  1.421638  0.1565
as.factor(monthNumber)9  -0.0794319 0.3598981 -0.220707  0.8255
as.factor(monthNumber)10  0.3536805 0.3790538  0.933061  0.3518
as.factor(monthNumber)11  0.7874834 0.3557116  2.213826  0.0278
as.factor(monthNumber)12  0.1854279 0.3178320  0.583415  0.5602
lagLci1                   0.5488437 0.0576144  9.526151  0.0000
lagcap1                   0.0110994 0.0043669  2.541714  0.0117
lagcap2                  -0.0088080 0.0041099 -2.143127  0.0332



Does anyone have any suggestions of how I can get a meaningful value for logLik? Or some other way that I can compare models.

Thankyou for your help,

Lillian.

-- 
Lillian Sandeman
PhD Student
School of Biological Sciences
University of Aberdeen
AB24 2TZ

Tel.: 01224 272648
E-mail: l.sandeman@abdn.ac.uk

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Received on Thu Feb 09 03:49:50 2006

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