# Re: st: loglikelihood and loglikelihood ratio

 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,

```
1. My loglikelihood is positive, not negative. Sorry for the mistake in the previous email.
```
```
2 A is the unrestricted model, B is the restricted model. Following is the test result. What's wrong with it?
```

. 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/
-----------------------------------------

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```
```

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