Re: st: calculating a loglikelihood in regress

[Dan MacNulty <macn0007@umn.edu>]

Richard - thanks for the helpful reply. Do you also happen to know how
to calculate a loglikelihood from a nonlinear regression model generated
with the command -nl- ?

thanks,
Dan

Richard Williams wrote:
> At 11:14 PM 5/2/2007, Dan MacNulty wrote:
>
> > Dear all,
> > Does anyone know if it's possible to calculate a loglikelihood value
> > from regress? I tried to download and implement the command "reglike",
> > but I was unsuccessful. Perhaps someone is aware of an up-to-date
> > alternative, or can provide further instruction on how to use the
> > reglike procedure. Any insights would be much appreciated.
>
> e(ll) and e(ll_0) are stored by regress.  Long and Freese's -fitstat-
> command (part of their spost9.ado package) provides one of many ways for
> displaying this and other useful info.
>
> . webuse auto
> (1978 Automobile Data)
>
> . quietly reg  price mpg rep78 foreign
>
> . fitstat
>
> Measures of Fit for regress of price
>
> Log-Lik Intercept Only:       -647.799   Log-Lik Full Model:
> -637.096
> D(65):                        1274.193   LR(3):
> 21.405
>                                          Prob >
> LR:                       0.000
> R2:                              0.267   Adjusted
> R2:                     0.233
> AIC:                            18.583   AIC*n:
> 1282.193
> BIC:                           998.976   BIC':
> -8.702
> BIC used by Stata:            1291.129   AIC used by Stata:
> 1282.193
>
> Another way:
>
> . nestreg, lr quietly: reg price  ( mpg rep78 foreign)
>
> Block  1: mpg rep78 foreign
>
>   +----------------------------------------------------------------+
>   | Block |        LL       LR     df  Pr > LR       AIC       BIC |
>   |-------+--------------------------------------------------------|
>   |     1 | -637.0963    21.40      3   0.0001  1282.193  1291.129 |
>   +----------------------------------------------------------------+
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
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>
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