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Re: st: Obtaining log likelihood of a glm at user-specified parameter values


From   [email protected] (Vince Wiggins, StataCorp)
To   [email protected]
Subject   Re: st: Obtaining log likelihood of a glm at user-specified parameter values
Date   Tue, 22 Aug 2006 12:39:25 -0500

David Kling <[email protected]> asks, 

> [...] I'm trying to find out is whether there are built in functions
> or user-written files out there that would allow me to obtain the
> log-likelihood of a glm at parameter values that I specify myself
> (rather than those obtained after maximization).

No need for programming or user-written code.  Just add the option -iter(0)-
to your -glm- command along with the -from()- option that specifies your
parameter values.  -glm- will stop without iterating and report the log
likelihood of your model evaluated at the specified parameter values among the
rest of its standard output.  The log likelihood will also be stored in e(ll).

 
-- Vince
   [email protected]

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