Re: st: loglikelihood and loglikelihood ratio

[jjc.li@utoronto.ca]

Hi Maarten,

1. My loglikelihood is positive, not negative. Sorry for the mistake  
in the previous email.

2 A is the unrestricted model, B is the restricted model. Following is  
the test result. What's wrong with it?


. lrtest A B
(log-likelihoods of null models cannot be compared)

Likelihood-ratio test                                  LR chi2(3)  =     10.94
(Assumption: B nested in A)                            Prob > chi2 =    0.0121

Jingjing



Quoting Maarten buis <maartenbuis@yahoo.co.uk>:

> --- On Tue, 17/3/09, jjc.li@utoronto.ca wrote:
> > 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?
>
> All the information you have given us is that your log
> likelihood is negative. That is not abnormal, but a positive
> log likelihood would not be a reason for concern either, so
> all this tells you exactly nothing.
>
> > 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?
>
> This is not normal, so it means you have done something
> wrong. Are you sure that you are comparing comparable models?
>
> > 3. Is loglikelihood and loglikelihood ratio different?
>
> yes, log liklihood is the log liklihood of a single model,
> while the log liklihood ratio is the ratio of log likelihoods
> of two different models.
>
> -- Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
>
>
>
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