| To: | dpearce@students.ballarat.edu.au |
|---|---|
| Subject: | Re: Positive log-likelihood value? |
| From: | "Douglas Bates" <bates@stat.wisc.edu> |
| Date: | Sun, 29 Jul 2007 10:06:46 -0500 |
| Cc: | s-news@lists.biostat.wustl.edu |
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| In-reply-to: | <1185669903.4e00a840dpearce@students.ballarat.edu.au> |
| References: | <1185669903.4e00a840dpearce@students.ballarat.edu.au> |
On 7/28/07, Dora C PEARCE <dpearce@students.ballarat.edu.au> wrote: > Dear S list, > I have run a spatial linear regression model using a CAR covariance matrix > and, in addition to obtaining a significant association between the dependent > and independent variables, get a negative log-likelihood (= -6.176). However, > when I add a factor and an interaction term as additional explanatory > variables, the log-likelihood is positive (= 1.794). > > Is it OK to have a POSITIVE log-likelihood, or does this mean there is a > misspecification problem? A positive log-likelihood is acceptable in a model for a continuous response. The likelihood in a model for such a response is the density function evaluated at the observed data and the parameter values. A probability density function can be greater than one, which implies that the log-likelihood can be positive. |
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