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

From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Negative LR test statistic ? |

Date |
Tue, 22 Dec 2009 00:31:44 -0800 (PST) |

--- On Tue, 22/12/09, Ekrem Kalkan wrote: > in my case every equation has 860 number of > observartion. I interpret that as meaning that your dataset contains 860 observations, and you are estimating a model with 14 equations, is that correct? In that case you have only 860/14= 61.4 observations per equation, which was my point. > Still, I think there should be a different > reason rather than degrees of freedom. I think degrees of freedom is the reason why you get negative likelihood ratio statistics. Remember that the reasoning behind the likelihood ratio test is asymptotic, so strictly speaking it is only valid in case of a infinitly large sample. What sample size is close enough to infinity depends on the kind of information you are trying to extract from: the more complex the information you are trying to extract the larger the sample size needs to be. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**Follow-Ups**:**Re: st: Negative LR test statistic ?***From:*Ekrem Kalkan <kalkan.ekrem@gmail.com>

**References**:**Re: st: Negative LR test statistic ?***From:*Ekrem Kalkan <kalkan.ekrem@gmail.com>

- Prev by Date:
**Re: st: Negative LR test statistic ?** - Next by Date:
**Re: st: Negative LR test statistic ?** - Previous by thread:
**Re: st: Negative LR test statistic ?** - Next by thread:
**Re: st: Negative LR test statistic ?** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |