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From |
"Jesper B. Sorensen" <[email protected]> |

To |
[email protected] |

Subject |
Re: st: log likelihood using Stata vs. TDA |

Date |
Mon, 15 Jul 2002 13:15:49 -0400 |

At 04:48 AM 7/15/2002 -0700, you wrote:

Dear All, Is there anyone here who use both Stata and TDA? I did a simple log-logistic hazard model in both packages, and I had two questions: 1) The two packages give the same point estimatation with opposite direction (e.g. 3.13 in Stata but -3.13 in TDA), anyone can tell me why?

In stata, the log-logistic is implemented as an accelerated failure time model, while in TDA it is a hazard rate model; hence the opposite signs

2) The log-likelihood reported by these two packages are dramatically different, although I was using the same model on the same data set (for example, Stata gave me 1350.692 but TDA gave me -15803.2146). Am I missing anything here?

Stata adjusts the log-likelihood by adding sum(log(t)) for uncensored observations (see vol 3 of the reference manuals, p. 373), "to make reported values match those of other statistical packages" -- but obviously not TDA! This is just a constant, so doesn't make any different to estimation etc.

//Jesper

If anyone is willing to help me, I can provide further details. Thanks! Shige Song Department of Sociology, UCLA * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Jesper B. Sorensen Associate Professor of Strategic Management Sloan School of Management Massachusetts Institute of Technology E52-581 Cambridge, MA 02142 http://web.mit.edu/sorensen/www/ (617) 253 7945 -- voice (617) 253 2660 -- fax * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: log likelihood using Stata vs. TDA***From:*Shige Song <[email protected]>

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