[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Maarten Buis" <M.Buis@fsw.vu.nl> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Log-Likelihood of Each Observation |

Date |
Sat, 9 Oct 2004 23:04:19 +0200 |

Dear mark: You would not generate a variable (althought you could if you really wanted to). After any estimation command a number of statistics are temporarily stored. You can see which by looking in the manual or type -ereturn list-. In the example below you can see that the log likelihood is stored in e(ll). You can use that in your calculations. See -help return- and the manual entry for return for more information. Example: . sysuse auto (1978 Automobile Data) . quietly logit foreign weight mpg . ereturn list scalars: e(N) = 74 e(ll_0) = -45.0332095569914 e(ll) = -27.17515619914122 e(df_m) = 2 e(chi2) = 35.71610671570034 e(r2_p) = .3965529779806182 macros: e(depvar) : "foreign" e(cmd) : "logit" e(crittype) : "log likelihood" e(predict) : "logit_p" e(chi2type) : "LR" matrices: e(b) : 1 x 3 e(V) : 3 x 3 functions: e(sample) . di e(ll) -27.175156 Maarten -----Original Message----- From: Marc F. Bellemare [mailto:mfb24@cornell.edu] Sent: Sat 10/9/2004 10:44 PM To: statalist@hsphsun2.harvard.edu Cc: Subject: st: Log-Likelihood of Each Observation 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. Cheers, Marc __________ Marc F. Bellemare Ph.D. Candidate Department of Applied Economics and Management Cornell University Ithaca, NY 14853-7801 http://www.people.cornell.edu/pages/mfb24 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

`<<winmail.dat>>`

**Follow-Ups**:**Re: st: RE: Log-Likelihood of Each Observation***From:*"Marc F. Bellemare" <mfb24@cornell.edu>

- Prev by Date:
**Re: st: Log-Likelihood of Each Observation** - Next by Date:
**Re: st: RE: Log-Likelihood of Each Observation** - Previous by thread:
**st: Log-Likelihood of Each Observation** - Next by thread:
**Re: st: RE: Log-Likelihood of Each Observation** - Index(es):

© Copyright 1996–2014 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |