[Limdep Nlogit List] Log likelihood values

[William Greene]

Mr. Choi.  No, it is not correct.  You only sum the logs of the probabilities for
the choices actually made.  For example, here's a routine that does it.
nlog;lhs=mode;rhs=one,gc,ttme;prob=pri;choices=air,train,bus,car$$
crea;jpri=mode*pri$
reje;jpri=0$
crea;logp=log(jpri)$
calc;list;sum(logp)$
/B. Greene
************************************************
Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY   10012
Fax. 212.995.4218
URL. http://www.stern.nyu.edu/~wgreene
Email. wgreene at stern.nyu.edu
************************************************

----- Original Message -----
From: Andy Sungnok Choi <Andy.Choi at anu.edu.au>
Date: Wednesday, May 16, 2007 10:21 am
Subject: [Limdep Nlogit List] Log likelihood values

> 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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