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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 14:56:56 +0000 |

First off, please note the correct spelling "Stata", as explained in the Statalist FAQ you were asked to read before posting. As you say, the simplest uses of the -regress- command can be thought of straight applications of ordinary least-squares. But particularly as a link to more advanced or more general work, Stata reports the same results as they would be obtained under an equivalent assumption of maximum likelihood and normal (Gaussian) errors. Most of the code for -regress- is part of the executable and not .ado code. So, my understanding is that -regress- is not built upon any use of -ml-, but it's safe to assume that key results are exactly equivalent to that way of writing the command. Somewhere in the documentation, if I recollect correctly, this is used as an example. Nick On Thu, Feb 21, 2013 at 2:47 PM, Hsien-Yuan Hsu <hsuhy0914@gmail.com> wrote: > 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? 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-. 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. On Thu, Feb 21, 2013 at 8:47 AM, Mark (Hsien-Yuan Hsu) >>>> 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/

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

**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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