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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 10:42:40 -0400

Hi,

The previous results is from the estimation of a "7 regions dataset".

Then I use almost the same command to do the estimation of a "3 regions dataset". The only thing I change is that I choose first 3 regions of the total 7 regions and also modify the command that related to the dummy varible. This time, it gives a negative value.

lrtest A E
(log-likelihoods of null models cannot be compared)

likelihood-ratio test                                  LR chi2(3)  =    -51.51
(Assumption: E nested in A)                            Prob > chi2 =    1.0000


Jingjing


Quoting Maarten buis <maartenbuis@yahoo.co.uk>:


--- jjc.li@utoronto.ca wrote:
2. In order to compare unrestricted and restricted models,
I used -lrtest- to do the loglikelihood ratio test. The LR
chi2() value is negative.

--- I answered:
This is not normal, so it means you have done something
wrong. Are you sure that you are comparing comparable models?

--- than jjc.li@utoronto.ca wrote again
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

Initially you claimed that the LR chi2() value is negative. Now
you show us an output where it is clearly positive. Ergo, there
never was a problem.

-- 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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