Dear All,
Sometimes the output from logit reports log-pseudo likelihood instead of
log-likelihood --
I do not know why -- Where can I find documentation of this?
I am using stata 8.2 on ms windows.
TIA, Marwan
You will see that when using robust standard errors (which are sometimes
forced by the use of options such as cluster, or pweights). Are you
encountering it in other cases? There is some discussion of this on p. 28
of the Stata 8 Survey Data Manual. It says that "pseudo-maximum likelihood
methods" (which get used with robust SEs) are not "true likelihoods" and
hence "standard LR tests are no longer valid".
