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st: A +ve log-likelihood!!


From   siyama@who.int
To   statalist@hsphsun2.harvard.edu
Subject   st: A +ve log-likelihood!!
Date   Thu, 27 May 2004 16:20:00 +0200

Dear Stata-users,

I am running an "streg" model with a Lognormal distribution and the
log-likelihood of the fitted model turns positive.  I am not sure what
happened here.  

Many thanks for your help in advance.

Amani


. streg haz if ~npointer2, distribution(lnormal) 
         failure _d:  newtag2
   analysis time _t:  rmidobs2

Fitting constant-only model:
Iteration 0:   log likelihood = -1615.5546  (not concave)
Iteration 1:   log likelihood = -675.23785  (not concave)
Iteration 2:   log likelihood =  -214.2482  
Iteration 3:   log likelihood =  115.43239  
...
Iteration 7:   log likelihood =  178.42856  
Fitting full model:
Iteration 0:   log likelihood =  178.42856  
Iteration 1:   log likelihood =  178.51265  
Iteration 2:   log likelihood =  178.51266  

Log-normal regression -- accelerated failure-time form 
No. of subjects =          758                     Number of obs   =
758
No. of failures =          753
Time at risk    =  197003.8033
                                                   LR chi2(1)      =
0.17
Log likelihood  =    178.51266                     Prob > chi2     =
0.6817
----------------------------------------------------------------------------
--
          _t |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
         haz |  -.0032793   .0079953    -0.41   0.682    -.0189498
.0123913
       _cons |   5.542043   .0070068   790.95   0.000      5.52831
5.555776
-------------+--------------------------------------------------------------
--
     /ln_sig |  -1.665713   .0258207   -64.51   0.000     -1.71632
-1.615105
-------------+--------------------------------------------------------------
--
       sigma |   .1890559   .0048816                      .1797263
.1988698
----------------------------------------------------------------------------
--
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