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Re: st: what does mean by log likelihood value


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 15:09:46 +0200

On Fri, Aug 12, 2011 at 2:45 PM, dk wrote:
> Thanks for the reply. Am I right that the log likelihood value depends
> on the data it ... it can be very high or low depending on the data.

It also depends on the model and on how the programmer chose to
implement the likelihood. Often there is a constant in the likelihood
function that one can either leave in or out without affecting the
maximum. This won't change the estimates, the variance-covariance
matrix, or comparisons of log-likelihoods between models, but it does
influence the log-likelihoods themselves.

> can we use the log likelihood value for making some comments about the
> model. eg low log likelihood value 10.00 or high 222.33. how this
> should be interpreted or used to make comment about the model.

Under certain circumstances you can compare log likelihoods between
models, but absolute statements on individual likelihoods are
impossible.

The safest thing to do is to just not even try to interpret them.

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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