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st: Log-Likelihood of Each Observation

From   "Marc F. Bellemare" <>
Subject   st: Log-Likelihood of Each Observation
Date   Sat, 09 Oct 2004 16:44:18 -0400

Dear colleagues:

I was wondering if anyone knew how to generate a variable equal to the log-likelihood of a model just evaluated (either when using the ml subset of command or not). I would need such a variable to compute the test statistic for a Vuong (1989) test.



Marc F. Bellemare
Ph.D. Candidate
Department of Applied Economics and Management
Cornell University
Ithaca, NY 14853-7801

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