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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 12 Aug 2011 09:40:59 -0500 |

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.

------------------------------------------- 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/

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

**Re: st: what does mean by log likelihood value***From:*Maarten Buis <maartenlbuis@gmail.com>

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

**Re: st: what does mean by log likelihood value***From:*Maarten Buis <maartenlbuis@gmail.com>

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