log likelihood

  1. kiton

    Model fit statistic for population-average specification

    Hello everybody! For the purpose of my study I am using an exponential Poisson model with population-averaged (PA) effects, as implemented in Stata's -xtpoisson, pa- command. However, neither of the fit statics (e.g., -LogLikelihood, BIC, or AIC) are appropriate after PA estimation. Are...
  2. R

    log likelihood function ARMA

    To derive the log-likelihood function of an MA(1) we condition on \epsilon_0 . But when deriving the log-likelihood function function for an AR(1) we don't. Why not? Is it just because \epsilon_0 isn't found in the AR(1) equation?
  3. J

    Reference category in multinomial logistic regression

    Hello! My question concerns the effect of base category on the estimates of multinomial logistic regression. Does the choice of reference category influence the log likelihood and thus estimates of model fit and performance, such as pseudo-R2? Or is pseudo-R2 independent of the category chosen...
  4. J

    Five Category Ordered Probit Log Likelihood Function in R Help : Survey Data Research

    I am currently working with some survey data that has a 5 category scale. I have used a ML method before for a 4 category scale and I am trying to adapt the code for the new survey in R. The original code that worked was: #Load Data mathcomp <- read.csv("RRawComposite11.csv"...