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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: what does mean by log likelihood value |

Date |
Fri, 12 Aug 2011 11:37:39 +0200 |

On Fri, Aug 12, 2011 at 11:17 AM, dk wrote: > I just want to know what does it mean by the log likelihood value, > take a example i have log likelihood = - 12.03 in one model and in > other = 322.003. what actually this values mean.. these values are > from different examples. In both the examples the model fits to the > data. I want to know what these values mean. For discrete models it is the log of the probability of observing the data that has been observed given the model. For continuous models it is the related sum of the log densities. You must be very careful when comparing log likelihoods: Both the sample and the dependent variable must be exactly the same otherwise the comparison is completely meaningless. Also see: <http://blog.stata.com/2011/02/16/positive-log-likelihood-values-happen/> 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: what does mean by log likelihood value***From:*dk <statad27@googlemail.com>

**References**:**st: what does mean by log likelihood value***From:*dk <statad27@googlemail.com>

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