Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: too good to be true : lr test in mlogit?


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: too good to be true : lr test in mlogit?
Date   Fri, 13 May 2011 10:43:14 +0200

On Fri, May 13, 2011 at 10:12 AM, John Litfiba <[email protected]> wrote:
> 1) It is normal to obtain such a negative log likelihood when we use
> very large sample, right ? (n=2 millions here)

Yes, that is perfectly normal. It is the log of the probability of
observing the data given the parameters. This probability is the
product of the probabilities of observing each individual given the
parameters (assuming independent sampling...). A probability is a
number between 0 and 1, so the product of two such probabilities
results in a smaller number than either of the individual
probabilities. Do that multiplication 2 million times and you end up
with an extremely tiny number indeed. Take the log of such a tiny
number and you end up with a very negative number.

> 2) if the association (for example given by tabulation) show that
> there is strong association between yvar and xvar1 then it is
> plausible to obtain this fastastic LR statistic of... 140000 ??

I would not call that fantastic. It just test whether the effects of
all covariates are all equal to 0, so you would expect that with such
a large sample size you would thoroughly reject that hypothesis, which
you do.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index