Well, you fail to reject the null hypothesis. What is the problem?
--
Charles Koss
http://charlesonnet.blogspot.com/
On Mon, Dec 21, 2009 at 11:02 AM, <[email protected]> wrote:
> The FAQ request that you show the commands you used to produce your
> models and results from those statements. Please do so. Otherwise we
> can only waste our time by speculating on what is happening.
>
> The log-likelihood for the "null model" (no covariates) is missing.
> What happens if you fit that?
>
> e.g.
> sysuse auto
> logistic foreign
>
>
> -S.
>
> On Mon, Dec 21, 2009 at 10:23 AM, Ekrem Kalkan <[email protected]> wrote:
>> Dear Stata users,
>>
>> I estimate restricted and unrestricted 3SLS models. I compare these
>> models with LR test. However, the loglikelihood value of the
>> restricted model is higher than that of the unrestricted model. To my
>> knowledge, this is not expected in econometric theory. As the result,
>> LR-statistics becomes a negative value. Please see my results below.
>> Can you please comment on this? Thank you.
>>
>> . lrtest rSLS3_85 uSLS3_85, stats
>>
>> Likelihood-ratio test
>> LR chi2(65) = -1311.29
>> (Assumption: rSLS3_85 nested in uSLS3_85) Prob > chi2 = 1.0000
>>
>> -----------------------------------------------------------------------------
>> Model | Obs ll(null) ll(model) df AIC BIC
>> -------------+---------------------------------------------------------------
>> rSLS3_85 | 864 . 34853.08 541 -68624.17 -66048.16
>> uSLS3_85 | 864 . 34197.44 606 -67182.87 -64297.36
>>
>>
>> Ekrem Kalkan
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
>
>
> --
> Steven Samuels
> [email protected]
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> 845-246-0774
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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