Statalist


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

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 16:59:19 +0000 (GMT)

Looks like a perfect multicolinearity problem, are any of
your variables droped or any of the standard error missing (.)?

-- Maarten

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

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


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

> From: jjc.li@utoronto.ca <jjc.li@utoronto.ca>
> Subject: Re: st: loglikelihood and loglikelihood ratio
> To: statalist@hsphsun2.harvard.edu
> Date: Tuesday, 17 March, 2009, 4:44 PM
> 1. I just checked the commands for the 3 regions case and
> found they  
> are right. But in the estimation of the unrestricted model,
> R square  
> of one of the three equations are negative, R square of the
> other  
> three euqations are positive. Does it cause the negative LR
> chi2 value?
> 
> 2. In my 7 regions case, LR chi are positive. However,
> there's some  
> strange thing about the degree of freedom. In unrestricted
> case, the  
> parameters for equation 1, 2, 3 are 40, 8, 8, respectively.
> In  
> restricted case, are 37, 7, 7. I though the degree of
> freedom should  
> be 40-37=3. But the result of lrtest given by stata is LR
> chi(2).  
> What's the problem?
> 
> Thanks.
> 
> Jingjing
> 
> 
> 
> Quoting Maarten buis <maartenbuis@yahoo.co.uk>:
> 
> >
> > You definately should not use the -force- option. I
> was expecting
> > that you were not telling us everything you did.
> >
> > -- Maarten
> >
> > -----------------------------------------
> > Maarten L. Buis
> > Institut fuer Soziologie
> > Universitaet Tuebingen
> > Wilhelmstrasse 36
> > 72074 Tuebingen
> > Germany
> >
> > http://home.fsw.vu.nl/m.buis/
> > -----------------------------------------
> >
> >
> > --- On Tue, 17/3/09, jjc.li@utoronto.ca
> <jjc.li@utoronto.ca> wrote:
> >
> >> From: jjc.li@utoronto.ca
> <jjc.li@utoronto.ca>
> >> Subject: Re: st: loglikelihood and loglikelihood
> ratio
> >> To: statalist@hsphsun2.harvard.edu
> >> Date: Tuesday, 17 March, 2009, 2:59 PM
> >> I am quite sure it's the same 3 regions.
> Because I just
> >> input the 3
> >> regions dataest. I will try to use-force-, then
> run it
> >> again.
> >>
> >> Thank you.
> >>
> >> Quoting Maarten buis
> <maartenbuis@yahoo.co.uk>:
> >>
> >> >
> >> > --- On Tue, 17/3/09, jjc.li@utoronto.ca 
> wrote:
> >> >> 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.
> >> >
> >> > Are you sure both models A and E refer to the
> same 3
> >> regions?
> >> >
> >> > Did you specify the -force- option in
> -lrtest-?
> >> >
> >> > --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/
> >> >
> >>
> >>
> >>
> >>
> >> *
> >> *   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/
> >
> >
> >
> >
> > *
> > *   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/
> >
> 
> 
> 
> 
> *
> *   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/


      

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index