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Re: st: Log pseudo likelihood

From   Shahina Amin <[email protected]>
To   [email protected]
Subject   Re: st: Log pseudo likelihood
Date   Tue, 19 Oct 2004 10:21:10 -0500

Thank you for your quick reply.  It was very helpful.



Richard Williams wrote:

At 09:18 AM 10/19/2004 -0500, Shahina Amin wrote:

When we run logit and correct standard errors for clustering, STATA gives log pseudo likelihood? What is it? How is this compared to log likelihood?

Answers to these questions will be highly appreciated.

Shahina Amin

There is some discussion of this on p. 28 of the Stata 8 Survey Data Manual. It says that "pseudo-maximum likelihood methods" (which get used with robust standard errors) are not "true likelihoods" and hence "standard LR tests are no longer valid".

For more, see the FAQ "Why should I not do a likelihood-ratio test after an ML estimation (e.g., logit, probit) with clustering or pweights?" at

Other related FAQs are at

Richard Williams, Notre Dame Dept of Sociology
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Shahina Amin, Ph.D.			Phone: (319) 273-2637
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