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Re: st: loglikelihood and loglikelihood ratio


From   Maarten buis <[email protected]>
To   stata list <[email protected]>
Subject   Re: st: loglikelihood and loglikelihood ratio
Date   Tue, 17 Mar 2009 14:32:56 +0000 (GMT)

--- [email protected] wrote:
> 2. In order to compare unrestricted and restricted models,
> I used -lrtest- to do the loglikelihood ratio test. The LR
> chi2() value is negative.

--- I answered:
> This is not normal, so it means you have done something
> wrong. Are you sure that you are comparing comparable models?

--- than [email protected] wrote again
> 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

Initially you claimed that the LR chi2() value is negative. Now
you show us an output where it is clearly positive. Ergo, there 
never was a problem.

-- 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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