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Mean log-likelihood value

0

Hi,

After running a model in GAUSS, I have been getting a mean log-likelihood value at convergence of -3.78188 +        0.000000i.

All the other values at convergence seem to be normal such as following:

return code = 0
normal convergence

Also, the gradient of all the parameters are 0.0000 at convergence.

I am worried about the 0.000000i part of the log-likelihood value, why is it showing up as a complex number. Is this an indication of something been not going right during the estimation?

I would appreciate your response in this regard.

Annesha

 

 

 

asked August 18, 2014

3 Answers

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I would look at the first 15 digits of the complex portion of the value. If they are all zeros, I would not worry about it. Some functions that very commonly return complex values, such as some of the eigenvalue functions, can sometimes return a 0 complex portion. However, if any nonzero digits start before the 15th digit, I would investigate further.

aptech
342
0

Thanks for your answer!

How can I investigate the first 15 digit of the value, its been only showing up upto 6 digits before i.

Thanks and Reagrds

Annesha

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You can view all of the digits of a symbol in GAUSS by either:

1) Use the format statement to change the precsion with which GAUSS will print numbers. For example:

x = pi;
print x;

will return:

       3.1415927

The format statement takes: A) a flag which tells GAUSS whether to use decimal or scientific notation and whether to left or right align B) Two numbers separated by a comma. The first number is the spacing between numbers to the right and left. The second number is the precision to use.

For example:

A = rndn(2,2);

format /rd 16,16;
print a;

returns something like:

-0.1527442166532356 1.1864915567903966 
0.6950789587785460 -0.2879276687480430

We can give more spacing between the elements of A by increasing the first number:

format /rd 24,16;
print a;

returns:

     -0.1527442166532356       1.1864915567903966 
      0.6950789587785460      -0.2879276687480430

Finally:

format /re 10,3;
print a;

will return:

-1.527e-01  1.186e+00 
 6.951e-01 -2.879e-01

2) View the matrix on the GAUSS Data Page.
a) Click on the Data tab on the left of GAUSS.
b) Double-click on the matrix, array, strong or structure that you would like to view in the list of 'Active Symbols' on the left.
c) If you click on an element of a matrix or array, the status bar at the bottom of the symbol editor will show all digits of the symbol.
d) You can also change the default number of digits shown in the symbol editor by seleting Tool->Preferences from the main application menu, then seleting 'Symbol' prefernces and changing the 'Precision' field.

aptech
342