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Re: st: Negative LR test statistic ?


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Negative LR test statistic ?
Date   Mon, 21 Dec 2009 13:14:00 -0800 (PST)

--- On Mon, 21/12/09, Ekrem Kalkan wrote:
> I do not understand how the loglikelihood of the restricted
> model can be higher than that of unrestricted model. This causes
> LR-statistic to be negative (-1311). Do you think these are normal?

This is known to happen in small sample sizes. 860 is not very
small, but if you look at the degrees of freedom even your "empty"
models contains a frightingly large number of parameters. Basically,
it means that you can't reject your null hypothesis, but it is also
a sign that your model is too complicated for your data.

Hope this helps,
Maarten

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

http://www.maartenbuis.nl
--------------------------


      

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