[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: loglikelihood and loglikelihood ratio

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


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?


*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index