Thank you for your quick reply. It was very helpful.
Sincerely,
Shahina
Richard Williams wrote:
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"standard LR tests are no longer valid".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
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: [email protected]
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
*
* 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/
--
Shahina Amin, Ph.D. Phone: (319) 273-2637
Department of Economics Fax: (319) 273-7509
College of Business Administration e-mail: [email protected]
University of Northern Iowa
Cedar Falls, IA 50614-0129
*
* 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/
