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Re: st: Log pseudo likelihood


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Log pseudo likelihood
Date   Tue, 19 Oct 2004 09:42:56 -0500

At 09:18 AM 10/19/2004 -0500, Shahina Amin wrote:
When we run logit and correct standard errors for clustering, STATA gives log pseudo likelihood? What is it? How is this compared to log likelihood?

Answers to these questions will be highly appreciated.

Shahina Amin
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methods" (which get used with robust standard errors) are not "true likelihoods" and hence "standard LR tests are no longer valid".

For more, see the FAQ "Why should I not do a likelihood-ratio test after an ML estimation (e.g., logit, probit) with clustering or pweights?" at

http://www.stata.com/support/faqs/stat/lrtest.html

Other related FAQs are at

http://www.stata.com/support/faqs/stat/#robust



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Richard Williams, Notre Dame Dept of Sociology
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