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lrtest: negative values
Hi list,
I am testing for the significance of a random intercept in a two-level model
using lrtest (after xtmixed). Although I use exactly the same dataset and the
same set of explanatory variables (i.e., the models differ only in the level-2
random intercept), the log-likelihood of the unrestricted model is smaller than
of the restricted one. lrtest calculates a negative value of the test statistic.
How can one interpret the result? Any suggestions?
Best wishes,
Christoph
Here is the output for reference:
=====[The restricted model is:]===============================================
Mixed-effects ML regression Number of obs = 42118
Log likelihood = -80900.819 Prob > chi2 = 0.0000
[parameter-output omitted]
------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
level1: Identity |
sd(_cons) | 1.10895 .0127514 1.084237 1.134226
-----------------------------+------------------------------------------------
sd(Residual) | 1.444866 .0057342 1.433671 1.456149
------------------------------------------------------------------------------
=====[The unrestricted model is:]=============================================
Mixed-effects ML regression Number of obs = 42118
Log likelihood = -81184.3 Prob > chi2 = 0.0000
[parameter-output omitted]
------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
-----------------------------+------------------------------------------------
level2: Identity |
sd(_cons) | .0852371 .0274306 .0453627 .1601617
-----------------------------+------------------------------------------------
level1: Identity |
sd(_cons) | 1.190898 .0123003 1.167033 1.215252
-----------------------------+------------------------------------------------
sd(Residual) | 1.385043 .0060852 1.373168 1.397021
------------------------------------------------------------------------------
=====[lrtest output is:]======================================================
Likelihood-ratio test LR chibar2(01) = -566.96
(Assumption: rest nested in unrest) Prob > chibar2 = 1.0000
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