Dear Dr. Cox,
Thanks for your prompt reply.
When I use commend "regress", I assume OLS regression is conducted.
Why does STATA report "e(ll) log likelihood under additional
assumption of i.i.d. normal errors."? Does STATA automatically
estimate parameter by using ML?
Best,
Mark
On Thu, Feb 21, 2013 at 6:08 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> 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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