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Re: st: Log pseudo likelihood


From   Shahina Amin <Shahina.Amin@uni.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Log pseudo likelihood
Date   Tue, 19 Oct 2004 10:21:10 -0500

Thank you for your quick reply.  It was very helpful.

Sincerely,

Shahina

Richard Williams wrote:

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methods" (which get used with robust standard errors) are not "true likelihoods" and hence "standard LR tests are no longer valid".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



-------------------------------------------
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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--
Shahina Amin, Ph.D.			Phone: (319) 273-2637
Department of Economics			Fax: (319) 273-7509
College of Business Administration	e-mail: shahina.amin@uni.edu
University of Northern Iowa
Cedar Falls, IA 50614-0129
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