[Limdep Nlogit List] LL values in LIMDEP

Andy Sungnok Choi Andy.Choi at anu.edu.au
Thu May 17 13:58:35 EST 2007


Dear Bill,

Thanks for the kind explanation. However, the routine you showed is exactly 
the same as mine. And still, I could not have the same LL values as LIMDEP. 
To check, I asked one of my colleague and he told me the same discrepancy 
he has found.

I wonder whether other LIMDEP users have the similar experience. Not sure 
what's going on.

Regards,

Andy

At 12:00 PM 17/05/2007 +1000, you wrote:
>Message: 4
>Date: Wed, 16 May 2007 13:50:19 -0500
>From: William Greene <wgreene at stern.nyu.edu>
>Subject: Re: [Limdep Nlogit List] Log likelihood values
>To: Limdep and Nlogit Mailing List <limdep at limdep.itls.usyd.edu.au>
>Message-ID: <d6f583fc6b72.464b0c1b at stern.nyu.edu>
>Content-Type: text/plain; charset=us-ascii
>
>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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