[Gretl-users] Constant in log-likelihood

Allin Cottrell cottrell at wfu.edu
Wed Jul 10 12:43:09 EDT 2013


On Wed, 10 Jul 2013, Alecos Papadopoulos wrote:

> In model 1 (without the constant in the log-l), the value of the
> maximized log-likelihood is -447.
> If one wants to arrive at the actual full value of the log-likelihood
> one should add to this nobs*ln(4/sqrt(2/$pi)) = 595*0.46.. = 274, and
> obtain -447 + 274 = -173.

ln(4/sqrt(2/$pi)) is not 0.46..., it's 1.612... And multiplication 
by 595 gives an add factor of 959. You're calculating using 2*$pi 
rather than 2/$pi?

Allin Cottrell





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