Statalist The Stata Listserver


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

Re: st: calculating a loglikelihood in regress


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: calculating a loglikelihood in regress
Date   Wed, 02 May 2007 22:58:38 -0500

At 11:14 PM 5/2/2007, Dan MacNulty wrote:
Dear all,
Does anyone know if it's possible to calculate a loglikelihood value from regress? I tried to download and implement the command "reglike", but I was unsuccessful. Perhaps someone is aware of an up-to-date alternative, or can provide further instruction on how to use the reglike procedure. Any insights would be much appreciated.
We could probably have a contest to see who can come up with the most ways of doing this...If you've downloaded the programs from Stata's ML book (see the book store) you can do

. mynormal price mpg rep78 foreign, nolog

My normal estimates Number of obs = 69
LR chi2(3) = 21.40
Log likelihood = -637.09633 Prob > chi2 = 0.0001

------------------------------------------------------------------------------
price | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | -292.4342 58.45559 -5.00 0.000 -407.0051 -177.8634
rep78 | 432.8004 383.0935 1.13 0.259 -318.0491 1183.65
foreign | 1023.208 840.6069 1.22 0.224 -624.3511 2670.767
_cons | 10586.48 1509.977 7.01 0.000 7626.983 13545.99
-------------+----------------------------------------------------------------
/lnsigma | 7.814342 .0851257 91.80 0.000 7.647498 7.981185
-------------+----------------------------------------------------------------
sigma | 2475.856 210.7589 2095.397 2925.395
------------------------------------------------------------------------------



-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

*
* 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/




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