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st: How do I obtain the log-likelihood for each observation?


From   [email protected]
To   [email protected]
Subject   st: How do I obtain the log-likelihood for each observation?
Date   Mon, 24 Sep 2007 15:51:13 -0500 (CDT)

This question was asked previously, but the actual response is no longer
available.  How do I obtain the resulting log-likelihood for each
individual observation of a non-linear least squares regression?  'Ereturn
list' only returns e(ll), the log likelihood accounting for all
observations.  I need this information for either the Vuong test or the
Clarke test for non-nested model comparison.  Thanks!

Patrick McAlvanah
Department of Economics
Washington University in St Louis

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