Hello! Any help about the following will be deeply appreciated:
I am working with the STATA command "XTGLS" and the output from the command
returns "LOG LIKELIHOOD" value for the regression.
1) How do I interpret this value? In particular, is it the maximised value
of the likelihood function? If so, what is the likelihood function that this
command automatically maximizes?
2)What is the meaning of having a negative log likelihood value in the
context of XTGLS command?
3) Is there any straightforward way that will help me to see the maximised
value of the likelihood function from the XTGLS command and help me to
compute various information criteria like AIC or BIC?
4) Is there any straightforward module in STATA that can help me to check
the model selection issues in a panel data context?
Thanks
Achintya Ray
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
