Re: st: calculating a loglikelihood in regress

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

At 11:14 PM 5/2/2007, Dan MacNulty wrote:
> Dear all,
> Does anyone know if it's possible to calculate a loglikelihood value 
> from regress? I tried to download and implement the command 
> "reglike", but I was unsuccessful. Perhaps someone is aware of an 
> up-to-date alternative, or can provide further instruction on how to 
> use the reglike procedure. Any insights would be much appreciated.
We could probably have a contest to see who can come up with the most 
ways of doing this...If you've downloaded the programs from Stata's 
ML book (see the book store) you can do

. mynormal  price mpg rep78 foreign, nolog

My normal estimates                               Number of obs   =         69
                                                  LR chi2(3)      =      21.40
Log likelihood = -637.09633                       Prob > chi2     =     0.0001

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         mpg |  -292.4342   58.45559    -5.00   0.000    -407.0051   -177.8634
       rep78 |   432.8004   383.0935     1.13   0.259    -318.0491     1183.65
     foreign |   1023.208   840.6069     1.22   0.224    -624.3511    2670.767
       _cons |   10586.48   1509.977     7.01   0.000     7626.983    13545.99
-------------+----------------------------------------------------------------
    /lnsigma |   7.814342   .0851257    91.80   0.000     7.647498    7.981185
-------------+----------------------------------------------------------------
       sigma |   2475.856   210.7589                      2095.397    2925.395
------------------------------------------------------------------------------



-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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