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st: decrease ll nested models sem
From
Volker Lang <[email protected]>
To
[email protected]
Subject
st: decrease ll nested models sem
Date
Mon, 24 Mar 2014 16:50:29 +0100
Dear Statalist,
I'm fitting a log-linear regression model using "sem".
(It shall later be extended to a path model with robust s.e.'s,
therefore "sem".)
Question:
Why does the log likelihood in comparison of the two nested models
estimated with "sem" decrease?
(It does not happen if I use a different estimation command, e.g.,
"sureg .. , isure".
Also, in this case coefficients and s.e.'s estimated by "sem" and
"sureg .. , isure" are identical,
so why does the log likelihood differ between these estimation
commands at all?)
Here is the output:
. sem (grade_l <- infov_l)
..
Iteration 1: log likelihood = -175.8425
Structural equation model Number of obs = 1281
Estimation method = ml
Log likelihood = -175.8425
..
. sem (grade_l <- infov_l ued_l)
..
Iteration 1: log likelihood = -513.0155
Structural equation model Number of obs = 1281
Estimation method = ml
Log likelihood = -513.0155
..
. sureg (grade_l infov_l), isure
Iteration 1: tolerance = 7.234e-17
..
. di e(ll)
-677.17747
. sureg (grade_l infov_l ued_l), isure
Iteration 1: tolerance = 1.447e-16
..
. di e(ll)
-656.64981
Thanks for any hints.
Best regards,
Volker Lang
--
University of Tuebingen
Faculty of Economics and Social Sciences
Department of Sociology
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