Why deviance returned by GLMFIT is not = -2*LogLikelihood?
Show older comments
I'm working with GLM models using glmfit. After fitting the model I need to calculate the LogLikelihood (which is not returned directly by glmfit). I've seen in many sources that deviance (which IS returned by glmfit) is equal to -2*LogLikelihood. However, if I calculate the LogLikelihood separately (see example below with binomial distribution) I get totally different answers. Any idea what I'm doing wrong? I took the example data from MATLAB doc. on glmfit
x = [2100 2300 2500 2700 2900 3100 3300 3500 3700 3900 4100 4300]';
n = [48 42 31 34 31 21 23 23 21 16 17 21]';
y = [1 2 0 3 8 8 14 17 19 15 17 21]';
[b,dev,stats]= glmfit(x,[y n],'binomial');
yfit= glmval(b, x,'logit','size',n);
dev/-2
logLikelihood= nansum(log( binopdf( y, n, yfit)))
Accepted Answer
More Answers (0)
Categories
Find more on Binomial Distribution in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!