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st: loglikelihood and loglikelihood ratio
Hi,
I used -sureg- to estimate a system.
1. After using -display e(ll)- to show the loglikelihood, it gives a
negative value. But I remember I have saw a PPT says loglikelihood is
a typical negative value. Is mine abnormal?
2. In order to compare unrestricted and restricted models, I used
-lrtest- to do the loglikelihood ratio test. The LR chi2() value is
negative.Is it normal? What does it mean? Restricted model better or
unrestricted model better? If model one LR chi2()=-1, model LR chi2()=
-10, which one to choose?
3. Is loglikelihood and loglikelihood ratio different? How to display
loglikelihood ratio in stata?
Thanks!
Jingjing
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