[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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