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From |
John Litfiba <cariboupad@gmx.fr> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 13 May 2011 11:21:08 +0200 |

Thank you very much, Maarten, So... everything is fine it seems ;-) Well except for the fact that I assume independence in a panel ... with multiple measurements for the same individuals... ;-) But after various tentatives I think that it is not computationally feasible (at least on my PC) to fit a random or fixed effect logit on such a large dataset Have a good day Best Regards, On 13 May 2011 10:43, Maarten Buis <maartenlbuis@gmail.com> wrote: > On Fri, May 13, 2011 at 10:12 AM, John Litfiba <cariboupad@gmx.fr> 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/ > * * 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/

**Follow-Ups**:**Re: st: too good to be true : lr test in mlogit?***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st: too good to be true : lr test in mlogit?***From:*John Litfiba <cariboupad@gmx.fr>

**Re: st: too good to be true : lr test in mlogit?***From:*Maarten Buis <maartenlbuis@gmail.com>

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