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From |
jjc.li@utoronto.ca |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: loglikelihood and loglikelihood ratio |

Date |
Tue, 17 Mar 2009 10:18:17 -0400 |

Hi Maarten,

. lrtest A B (log-likelihoods of null models cannot be compared) Likelihood-ratio test LR chi2(3) = 10.94 (Assumption: B nested in A) Prob > chi2 = 0.0121 Jingjing Quoting Maarten buis <maartenbuis@yahoo.co.uk>:

--- 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/ ----------------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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**References**:**Re: st: loglikelihood and loglikelihood ratio***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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