Different LLRs on multinomial logit models in R and SPSS
S?ren Vogel <sovo0815 <at> gmail.com> writes:
Hello, after calculating a multinomial logit regression on my data, I compared the output to an output retrieved with SPSS 18 (Mac). The coefficients appear to be the same, but the logLik (and therefore fit) values differ widely. Why?
Since constants that are independent of the model parameters can be left out of a log-likelihood calculation without affecting inference among models, it is quite common for likelihoods to be calculated differently in different software packages (for example, the (n/2 log(2*pi)) constant in the Gaussian log-likelihood) -- this is true even among different computations within the R ecosystem. What's important is the difference among log-likelihoods between models, which is the same (up to the numeric precision of what you've shown us) for both software packages.
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