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Re: st: loglikelihood and loglikelihood ratio


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: loglikelihood and loglikelihood ratio
Date   Tue, 17 Mar 2009 09:41:51 +0000 (GMT)

--- On Tue, 17/3/09, jjc.li@utoronto.ca wrote:
> 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?

All the information you have given us is that your log 
likelihood is negative. That is not abnormal, but a positive
log likelihood would not be a reason for concern either, so
all this tells you exactly nothing.
 
> 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?

This is not normal, so it means you have done something 
wrong. Are you sure that you are comparing comparable models?
 
> 3. Is loglikelihood and loglikelihood ratio different? 

yes, log liklihood is the log liklihood of a single model, 
while the log liklihood ratio is the ratio of log likelihoods
of two different models. 

-- Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------





      

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