Log likelihood

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Log likelihood

T.J.C. Beebee
I'm trying to discover how to do something that's probably very
simple...how to obtain log-likelihood estimates of regression models. The
linear standard regression output of SPSS doesn't seem to provide this. Can
anyone advise, please?
Thanks
Trevor Beebee

Prof. Trevor J.C. Beebee
Department of Biochemistry
School of Life Sciences
University of Sussex
Falmer
Brighton BN1 9QG
UK
phone: 00 44 (0)1273 606755 ext 2690
fax: 00 44 (0)1273 678433
email: [hidden email]

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Re: Log likelihood

Bruce Weaver
Administrator
You could use MIXED to run your linear regression model--it uses maximum likelihood estimation (or REML) rather than ordinary least squares, and the -2LL is included in the output.  Here's an example using the 1991 General Social Survey data file that comes with SPSS.


REGRESSION
  /STATISTICS COEFF OUTS CI R ANOVA
  /DEPENDENT prestg80
  /METHOD=TEST (age) (educ)  .

MIXED prestg80  WITH age educ
  /METHOD=ML
  /FIXED = age educ | SSTYPE(3)
  /print = solution testcov
.


T.J.C. Beebee wrote
I'm trying to discover how to do something that's probably very
simple...how to obtain log-likelihood estimates of regression models. The
linear standard regression output of SPSS doesn't seem to provide this. Can
anyone advise, please?
Thanks
Trevor Beebee

Prof. Trevor J.C. Beebee
Department of Biochemistry
School of Life Sciences
University of Sussex
Falmer
Brighton BN1 9QG
UK
phone: 00 44 (0)1273 606755 ext 2690
fax: 00 44 (0)1273 678433
email: t.j.c.beebee@sussex.ac.uk

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--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

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