Statalist


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

st: How do I obtain the log-likelihood for each observation?


From   psmcalva@artsci.wustl.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: How do I obtain the log-likelihood for each observation?
Date   Mon, 24 Sep 2007 15:51:13 -0500 (CDT)

This question was asked previously, but the actual response is no longer
available.  How do I obtain the resulting log-likelihood for each
individual observation of a non-linear least squares regression?  'Ereturn
list' only returns e(ll), the log likelihood accounting for all
observations.  I need this information for either the Vuong test or the
Clarke test for non-nested model comparison.  Thanks!

Patrick McAlvanah
Department of Economics
Washington University in St Louis

*
*   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