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lrtest: negative values


From   Christoph Wunder <christoph.wunder@sowi.uni-bamberg.de>
To   statalist@hsphsun2.harvard.edu
Subject   lrtest: negative values
Date   Fri, 04 May 2007 11:46:57 +0200

Hi list,

I am testing for the significance of a random intercept in a two-level model using lrtest (after xtmixed). Although I use exactly the same dataset and the same set of explanatory variables (i.e., the models differ only in the level-2 random intercept), the log-likelihood of the unrestricted model is smaller than of the restricted one. lrtest calculates a negative value of the test statistic.

How can one interpret the result? Any suggestions?

Best wishes,
Christoph


Here is the output for reference:

=====[The restricted model is:]===============================================

Mixed-effects ML regression Number of obs = 42118
Log likelihood = -80900.819 Prob > chi2 = 0.0000

[parameter-output omitted]

------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
level1: Identity |
sd(_cons) | 1.10895 .0127514 1.084237 1.134226
-----------------------------+------------------------------------------------
sd(Residual) | 1.444866 .0057342 1.433671 1.456149
------------------------------------------------------------------------------


=====[The unrestricted model is:]=============================================

Mixed-effects ML regression Number of obs = 42118
Log likelihood = -81184.3 Prob > chi2 = 0.0000

[parameter-output omitted]

------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
level2: Identity |
sd(_cons) | .0852371 .0274306 .0453627 .1601617
-----------------------------+------------------------------------------------
level1: Identity |
sd(_cons) | 1.190898 .0123003 1.167033 1.215252
-----------------------------+------------------------------------------------
sd(Residual) | 1.385043 .0060852 1.373168 1.397021
------------------------------------------------------------------------------


=====[lrtest output is:]======================================================

Likelihood-ratio test LR chibar2(01) = -566.96
(Assumption: rest nested in unrest) Prob > chibar2 = 1.0000


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