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RE: st: Log pseudo-likelihood


From   "Marwan Khawaja" <marwan.khawaja@aub.edu.lb>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Log pseudo-likelihood
Date   Fri, 28 May 2004 15:09:13 -0400

Dear Richard,
Many thanks for your quick reply -- yes it is the pweight which I tend to use in
estimation of every survey data

Marwan


-------------------------------------------------------------------
Marwan Khawaja         http://staff.aub.edu.lb/~mk36/
-------------------------------------------------------------------


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Richard
> Williams
> Sent: Friday, May 28, 2004 7:24 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Log pseudo-likelihood
>
>
> At 12:05 PM 5/28/2004 -0400, Marwan Khawaja wrote:
> >Dear All,
> >Sometimes the output from logit reports log-pseudo likelihood instead of
> >log-likelihood --
> >I do not know why -- Where can I find documentation of this?
> >
> >I am using stata 8.2 on ms windows.
> >
> >TIA, Marwan
>
> You will see that when using robust standard errors (which are sometimes
> forced by the use of options such as cluster, or pweights).  Are you
> encountering it in other cases?  There is some discussion of this on p. 28
> of the Stata 8 Survey Data Manual.  It says that "pseudo-maximum likelihood
> methods" (which get used with robust SEs) are not "true likelihoods" and
> hence "standard LR tests are no longer valid".
>
> Incidentally, there must have been some fine-tuning of this since the
> manuals came out.  P. 305 of the Reference Manual G-M gives an example of
> logistic regression using robust standard errors.  It reports the log
> likelihood; but when I replicate the example it reports the log
> pseudo-likelihood.  There are also differences in the robust standard
> errors reported and in the Wald chi-square.
>
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> FAX:    (574)288-4373
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW (personal):    http://www.nd.edu/~rwilliam
> WWW (department):    http://www.nd.edu/~soc
>
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