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Re: st: loglikelihood and loglikelihood ratio
1. I just checked the commands for the 3 regions case and found they
are right. But in the estimation of the unrestricted model, R square
of one of the three equations are negative, R square of the other
three euqations are positive. Does it cause the negative LR chi2 value?
2. In my 7 regions case, LR chi are positive. However, there's some
strange thing about the degree of freedom. In unrestricted case, the
parameters for equation 1, 2, 3 are 40, 8, 8, respectively. In
restricted case, are 37, 7, 7. I though the degree of freedom should
be 40-37=3. But the result of lrtest given by stata is LR chi(2).
What's the problem?
Thanks.
Jingjing
Quoting Maarten buis <[email protected]>:
You definately should not use the -force- option. I was expecting
that you were not telling us everything you did.
-- Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
--- On Tue, 17/3/09, [email protected] <[email protected]> wrote:
From: [email protected] <[email protected]>
Subject: Re: st: loglikelihood and loglikelihood ratio
To: [email protected]
Date: Tuesday, 17 March, 2009, 2:59 PM
I am quite sure it's the same 3 regions. Because I just
input the 3
regions dataest. I will try to use-force-, then run it
again.
Thank you.
Quoting Maarten buis <[email protected]>:
>
> --- On Tue, 17/3/09, [email protected] wrote:
>> 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.
>
> Are you sure both models A and E refer to the same 3
regions?
>
> Did you specify the -force- option in -lrtest-?
>
> --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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>
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