Two related questions. First, I am fitting a model with a single predictor, and then a null model with only the intercept. In theory, the fitted model should have a higher log-likelihood than the null model, but that does not happen. See the output below. My first question is, how can this happen?
> m Call: glm(formula = school ~ sv_conform, family = binomial, data = dat, weights = weight) Coefficients: (Intercept) sv_conform -2.5430 0.2122 Degrees of Freedom: 1488 Total (i.e. Null); 1487 Residual Null Deviance: 786.1 Residual Deviance: 781.9 AIC: 764.4 > null Call: glm(formula = school ~ 1, family = binomial, data = dat, weights = weight) Coefficients: (Intercept) -2.532 Degrees of Freedom: 1488 Total (i.e. Null); 1488 Residual Null Deviance: 786.1 Residual Deviance: 786.1 AIC: 761.9 > logLik(m); logLik(null) 'log Lik.' -380.1908 (df=2) 'log Lik.' -379.9327 (df=1) > My second question grows out of the first. I ran the same two model on the same data in Stata and got identical coefficients. However, the log-likelihoods were different than the one's I got in R, and followed my expectations - that is, the null model has a lower log-likelihood than the fitted model. See the Stata model comparison below. So my question is, why do identical models fit in R and Stata have different log-likelihoods? ----------------------------------------------------------------------------- Model | Obs ll(null) ll(model) df AIC BIC -------------+--------------------------------------------------------------- mod1 | 1489 -393.064 -390.9304 2 785.8608 796.4725 null | 1489 -393.064 -393.064 1 788.1279 793.4338 Thanks in advance for any input or references. Andrew Miles [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.