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Re: st: How does STATA compute e(ll) ??


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How does STATA compute e(ll) ??
Date   Thu, 21 Feb 2013 10:08:39 +0000

In addition, there is a book-length treatment at

http://www.stata.com/bookstore/maximum-likelihood-estimation-stata/index.html

and Stata's machinery for computing (log) likelihood is documented
under heading such as -ml-.

Nick

On Thu, Feb 21, 2013 at 9:21 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> e(ll) is what it says, the log likelihood. Any decent intermediate
> statistics text will explain.
>
> Nick
>
> On Thu, Feb 21, 2013 at 8:47 AM, Mark (Hsien-Yuan Hsu)
> <hsuhy0914@gmail.com> wrote:
>
>> I apply commend "regress Y X" to analyze my data set.
>> I notice that STATA provide  "e(ll) log likelihood under additional
>> assumption of i.i.d.  normal errors."
>>
>> Does anyone know how STATA compute e(ll)? What does it mean? Any
>> information is appreciated.
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