Statalist


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

Re: st: Negative LR test statistic ?


From   Charles Koss <hqtiger@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Negative LR test statistic ?
Date   Mon, 21 Dec 2009 13:57:59 -0600

Well, you fail to reject the null hypothesis. What is the problem?

-- 
Charles Koss
http://charlesonnet.blogspot.com/

On Mon, Dec 21, 2009 at 11:02 AM,  <sjsamuels@gmail.com> wrote:
> The FAQ request that you show the commands you used to produce your
> models and results from those statements. Please do so.  Otherwise we
> can only waste our time by speculating on what is happening.
>
> The log-likelihood for the "null model"  (no covariates) is missing.
> What happens if you fit that?
>
> e.g.
> sysuse auto
> logistic foreign
>
>
> -S.
>
> On Mon, Dec 21, 2009 at 10:23 AM, Ekrem Kalkan <kalkan.ekrem@gmail.com> wrote:
>> Dear Stata users,
>>
>> I estimate restricted and unrestricted 3SLS models. I compare these
>> models with LR test. However, the loglikelihood value of the
>> restricted model is higher than that of the unrestricted model. To my
>> knowledge, this is not expected in econometric theory. As the result,
>> LR-statistics becomes a negative value. Please see my results below.
>> Can you please comment on this? Thank you.
>>
>> . lrtest rSLS3_85 uSLS3_85, stats
>>
>> Likelihood-ratio test
>> LR chi2(65) =  -1311.29
>> (Assumption: rSLS3_85 nested in uSLS3_85)              Prob > chi2 =    1.0000
>>
>> -----------------------------------------------------------------------------
>>       Model |    Obs    ll(null)   ll(model)     df          AIC         BIC
>> -------------+---------------------------------------------------------------
>>    rSLS3_85 |    864           .    34853.08    541    -68624.17   -66048.16
>>    uSLS3_85 |    864           .    34197.44    606    -67182.87   -64297.36
>>
>>
>> Ekrem Kalkan
>> *
>> *   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/
>>
>
>
>
> --
> Steven Samuels
> sjsamuels@gmail.com
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> 845-246-0774
>
> *
> *   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