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Higher log-likelihood in null vs. fitted model

5 messages · Duncan Murdoch, Mark Leeds, Andrew Miles +1 more

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On 12-05-31 8:53 AM, Andrew Miles wrote:
I suspect you'll need to give sample data before anyone can really help 
with this.
That's easier:  they use different base measures.  The likelihood is 
only defined up to a multiplicative constant, so the log likelihoods can 
have an arbitrary constant added to them and still be valid.  But I 
would have expected both models to use the same base measure, so the 
differences in log-likelihood should match.

Duncan Murdoch