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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 > -------------------------- > > > > > * > * 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/

**Follow-Ups**:**RE: st: Negative LR test statistic ?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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

**Re: st: Negative LR test statistic ?***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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