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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/

**References**:**Re: st: loglikelihood and loglikelihood ratio***From:*jjc.li@utoronto.ca

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