[Limdep Nlogit List] How to obtain restricted log-likelihood function

Jungho Suh jungho.suh at adelaide.edu.au
Wed Oct 20 10:50:43 EST 2010


Dear Limdepers,

I have written a double-bounded CVM model specification with no 
socio-economic variables and obtained a summary of estimates as below:

The summary box doesn't report Restricted log-likelihood function and 
chi-square. I have tried to add in some extra commands, but they don't 
seem to make sense to Limdep.

It would be greatly appreciated if anyone could share the knowledge of 
how to fix the problem I have.

Kind regards,
Jungho

---
  maximize;labels=b1,b2;start=0.01,0.01;
     fcn=bx=b1
     |yy*log(1-lgp(bx+b2*upper))
         +nn*log(lgp(bx+b2*lower))
         +yn*log(lgp(bx+b2*upper)-lgp(bx+b2*firstbid))
         +ny*log(lgp(bx+b2*firstbid)-lgp(bx+b2*lower))$
Normal exit from iterations. Exit status=0.

               +---------------------------------------------+
               | User Defined Optimization                   |
               | Maximum Likelihood Estimates                |
               | Dependent variable             Function     |
               | Weighting variable                  ONE     |
               | Number of observations              221     |
               | Iterations completed                  6     |
               | Log likelihood function       -262.5768     |
               +---------------------------------------------+
+---------+--------------+----------------+--------+---------+----------+
|Variable | Coefficient  | Standard Error |b/St.Er.|P[|Z|>z] | Mean of X|
+---------+--------------+----------------+--------+---------+----------+
  B1       -.2681978403      .16503363       -1.625   .1041
  B2        .4853605188E-01  .56668292E-02    8.565   .0000
---

---
Dr Jungho Suh
Geographical and Environmental Studies
The University of Adelaide
Adelaide, SA 5005
Australia
Room 811, Napier Building
Ph      : +61 8 8303 3014
Fax     : +61 8 8303 4341


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