Re: st: Log pseudo likelihood

[Richard Williams <Richard.A.Williams.5@nd.edu>]

At 09:18 AM 10/19/2004 -0500, Shahina Amin wrote:
> When we run logit and correct standard errors for clustering, STATA gives 
> log pseudo likelihood?  What is it?  How is this compared to log likelihood?
>
> Answers to these questions will be highly appreciated.
>
> Shahina Amin
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 standard errors) are not "true likelihoods" and hence "standard 
LR tests are no longer valid".

For more, see the FAQ "Why should I not do a likelihood-ratio test after an 
ML estimation (e.g., logit, probit) with clustering or pweights?" at

http://www.stata.com/support/faqs/stat/lrtest.html

Other related FAQs are at

http://www.stata.com/support/faqs/stat/#robust



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