Re: st: what does mean by log likelihood value

[dk <statad27@googlemail.com>]

Hi Maarten,

Thanks for the reply. Am I right that the log likelihood value depends
on the data it ... it can be very high or low depending on the data.
can we use the log likelihood value for making some comments about the
model. eg low log likelihood value 10.00 or high 222.33. how this
should be interpreted or used to make comment about the model.

(My questions sounds bit stupid)


Thanking you for your kind help.

Regards.



On Fri, Aug 12, 2011 at 11:37 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> On Fri, Aug 12, 2011 at 11:17 AM, dk wrote:
>> I just want to know what does it mean by the log likelihood value,
>> take a example i have  log likelihood  = - 12.03 in one model and in
>> other = 322.003. what actually this values mean.. these values are
>> from different examples. In both the examples the model fits to the
>> data. I want to know what these values mean.
>
> For discrete models it is the log of the probability of observing the
> data that has been observed given the model. For continuous models it
> is the related sum of the log densities.
>
> You must be very careful when comparing log likelihoods: Both the
> sample and the dependent variable must be exactly the same otherwise
> the comparison is completely meaningless.
>
> Also see: <http://blog.stata.com/2011/02/16/positive-log-likelihood-values-happen/>
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
>
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