Re: st: loglikelihood and loglikelihood ratio

[jjc.li@utoronto.ca]

Hi,

The previous results is from the estimation of a "7 regions dataset".

Then I use almost the same command to do the estimation of a "3  
regions dataset". The only thing I change is that I choose first 3  
regions of the total 7 regions and also modify the command that  
related to the dummy varible. This time, it gives a negative value.

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

likelihood-ratio test                                  LR chi2(3)  =    -51.51
(Assumption: E nested in A)                            Prob > chi2 =    1.0000


Jingjing


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

> --- jjc.li@utoronto.ca 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 jjc.li@utoronto.ca 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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