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st: loglikelihood and loglikelihood ratio


From   [email protected]
To   Statalist <[email protected]>
Subject   st: loglikelihood and loglikelihood ratio
Date   Mon, 16 Mar 2009 22:28:01 -0400

Hi,

I used -sureg- to estimate a system.

1. After using -display e(ll)- to show the loglikelihood, it gives a negative value. But I remember I have saw a PPT says loglikelihood is a typical negative value. Is mine abnormal?

2. In order to compare unrestricted and restricted models, I used -lrtest- to do the loglikelihood ratio test. The LR chi2() value is negative.Is it normal? What does it mean? Restricted model better or unrestricted model better? If model one LR chi2()=-1, model LR chi2()= -10, which one to choose?

3. Is loglikelihood and loglikelihood ratio different? How to display loglikelihood ratio in stata?

Thanks!
Jingjing


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