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RE: st: log likelihood
From
Cameron McIntosh <[email protected]>
To
STATA LIST <[email protected]>
Subject
RE: st: log likelihood
Date
Sat, 10 Sep 2011 17:49:03 -0400
Hi Pina,
I assume you are using pweights and/or clustered standard errors? I wouldn't pay any attention to the log pseudolikelihood, but rather just the Wald test. See this message:
http://www.stata.com/support/faqs/stat/lrtest.html
Cam
----------------------------------------
> From: [email protected]
> To: [email protected]
> Subject: st: log likelihood
> Date: Sat, 10 Sep 2011 21:23:26 +0000
>
> Hello.
> I am using a basic logistic regression and my log likelihood seems unusual. Does this indicate that there is an error with my model?
>
>
> Thanks.
> Pina Valle
>
>
>
> Logistic regression Number of obs = 9284
> Wald chi2(10) = 271.54
> Prob > chi2 = 0.0000
>
> Log pseudolikelihood = -9192984.5 Pseudo R2 = 0.0574
>
>
> (Std. Err. adjusted for 132 clusters in scid)
> ------------------------------------------------------------------------------
> | Robust
> evermarr | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> mex | 1.066147 .1288827 0.53 0.596 .8412374 1.351189
> cuba | .6631541 .1481764 -1.84 0.066 .4279771 1.027563
> csam | .6722201 .1076154 -2.48 0.013 .4911827 .9199833
> puertor | .6386451 .1531981 -1.87 0.062 .3990925 1.021988
> chinese | .4602782 .1312319 -2.72 0.006 .2632272 .804841
> phillipe | .5206491 .0895167 -3.80 0.000 .3717026 .7292807
> oasian | .779762 .1885949 -1.03 0.304 .4853877 1.252666
> black | .3512018 .0304672 -12.06 0.000 .2962878 .4162935
> male | .5959126 .0366731 -8.41 0.000 .5282005 .6723051
> agew1 | 1.299118 .03655 9.30 0.000 1.229421 1.372767
> ------------------------------------------------------------------------------
>
>
>
>
>
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