[Limdep Nlogit List] Log likelihood values
Andy Sungnok Choi
Andy.Choi at anu.edu.au
Thu May 17 01:21:07 EST 2007
Dear all,
I wonder how LIMDEP calculates LL values when MNL or ML models are applied.
When I calculated manually, the results did not get close to LL values
estimated by LIMDEP.
Is the following wrong?
1. use ";prob=prob1" (in the syntax of MNL or ML models) to indicate
probabilities of individual alternatives to be chosen
2. use "log(prob1) x choice" for LL values of individual alternatives
(choice=0 or 1)
3. sum up all LL values.
If this procedure is not right, how can I get probabilities of individual
alternatives correctly? FYI, I am carrying out the test for model selection
of Vuong (1989), when models are overlapping.
Many thanks.
Andy S. Choi
PhD Candidate
Australian National University
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