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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 21 Feb 2013 15:56:36 +0100 |

No, -regress- does use OLS, but those coefficients are also the MLEs, except for the rmse but that is a straightforward transformation. So you can use the results from an OLS fit to get the MLE and the corresponding likelihood, which is what -regress- does in order to give you a little bit of extra information at no cost. -- Maarten On Thu, Feb 21, 2013 at 3:47 PM, Hsien-Yuan Hsu <hsuhy0914@gmail.com> wrote: > 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. >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ -- --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: How does STATA compute e(ll) ??***From:*Hsien-Yuan Hsu <hsuhy0914@gmail.com>

**Re: st: How does STATA compute e(ll) ??***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: How does STATA compute e(ll) ??***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: How does STATA compute e(ll) ??***From:*Hsien-Yuan Hsu <hsuhy0914@gmail.com>

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