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Re: st: Negative LR test statistic ?


From   Ekrem Kalkan <kalkan.ekrem@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Negative LR test statistic ?
Date   Tue, 22 Dec 2009 11:37:23 +0200

Thank you very much Maarten,
I did not know that the sample size reduces to 860/14 = 61.4  for each
equation in  system estimation methods.

Best,

Ekrem.

2009/12/22 Maarten buis <maartenbuis@yahoo.co.uk>:
> --- 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
> --------------------------
>
>
>
>
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