Re: st: what does mean by log likelihood value

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 08:09 AM 8/12/2011, Maarten Buis wrote:
> 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.

Yes, I have never seen anybody go on at great length interpreting an 
LL value. It would be like discussing the residual sums of squares in 
an OLS regression. The LL's are more like a necessary evil that help 
you get to things like LR Chi-square contrasts between models. See 
the -lrtest- command. The LR chi2 statistic often reported by models 
has been calculated using LL statistics.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

*
*   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/