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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 14:11:02 -0400 |

4 regions Unrestricted ---------------------------------------------------------------------- Equation Obs Parms RMSE "R-sq" chi2 P ---------------------------------------------------------------------- lnc 72 40 .0987079 0.9693 7.62e+07 0.0000 sl 72 8 .0230819 0.3033 417.70 0.0000 se 72 8 .0023162 0.9399 1246.72 0.0000 sm 72 8 .0292372 0.5744 1094.54 0.0000 ---------------------------------------------------------------------- _cons in equation lnc are dropped, no other variable droped 4 regions Restricted ---------------------------------------------------------------------- Equation Obs Parms RMSE "R-sq" chi2 P ---------------------------------------------------------------------- lnc 72 37 .0930231 0.9727 1.47e+07 0.0000 sl 72 7 .0195899 0.4982 347.11 0.0000 se 72 7 .0022661 0.9425 1275.65 0.0000 sm 72 7 .0270912 0.6346 1003.91 0.0000 ---------------------------------------------------------------------- No _cons dropped, no variable dropped Likelihood-ratio test LR chi2(2) = 6.71 (Assumption: B nested in A) Prob > chi2 = 0.0350

3 regions unrestriced ---------------------------------------------------------------------- Equation Obs Parms RMSE "R-sq" chi2 P ---------------------------------------------------------------------- lnc 54 32 .0711293 0.9520 1.53e+08 0.0000 sl 54 7 .0517401 -0.9964 1022.17 0.0000 sk 54 7 .0089583 0.5192 1238.82 0.0000 sm 54 7 .0345315 0.5581 701.24 0.0000 ---------------------------------------------------------------------- lnq, _cons are dropped in equation lnc 3 regions restricted ---------------------------------------------------------------------- Equation Obs Parms RMSE "R-sq" chi2 P ---------------------------------------------------------------------- lnc 54 29 .061907 0.9637 1.27e+08 0.0000 sl 54 6 .0239187 0.5733 366.81 0.0000 sk 54 6 .0085489 0.5621 431.86 0.0000 sm 54 6 .0259183 0.7511 405.20 0.0000 ---------------------------------------------------------------------- _cons in equation lnc is dropped, no other variables dropped. Likelihood-ratio test LR chi2(3) = -5.07 (Assumption: E nested in A) Prob > chi2 = 1.0000 Jingjing Quoting "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>:

I haven't been following this in detail, but one issue that might simplify matters would be for Jingjing to copy the commands from the results window and the error messages received. Only copy the relevant parts of the output - I don't want to see 15 pages of garbage. Maarten has been very noble in this. Tony Peter A. Lachenbruch Department of Public Health Oregon State University Corvallis, OR 97330 Phone: 541-737-3832 FAX: 541-737-4001 -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of jjc.li@utoronto.ca Sent: Tuesday, March 17, 2009 9:45 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: loglikelihood and loglikelihood ratio 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/

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**Follow-Ups**:**RE: st: loglikelihood and loglikelihood ratio***From:*"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

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