-2 Log likelihood指的是什么，该值越大越好还是越小越好？

指的是:  （-2）倍的对数似然函数的值 ， 越小越好！

指的是:  （-2）倍的对数似然函数的值 ， 越小越好！
本文来自: 人大经济论坛 计量经济学与统计 版，详细出处参考：http://www.pinggu.org/bbs/viewthread.php?tid=931237&page=1&from^^uid=220684

ding ding  ding

你指的是广义似然比检验吧，否则无缘无故在前面乘以-2干吗？ 1# fan1984

越小越好~~~~~~~

贝叶斯高手 发表于 2010-10-10 10:47
你指的是广义似然比检验吧，否则无缘无故在前面乘以-2干吗？ 1# fan1984

Maximum likelihood estimation (越大越好) optimizes likelihood function ( no negative sign).

Here is why the objective function defined as -2 Log likelihood

The log function is monotonic and makes it easy to calculate. Some software do it in minimum that is why there a negative sign(-). My guess is because a regression problem is defined to minimize sum of error square. The number 2 is there for ease for hypothesis testing when one needs it, because 2*( loglikehood ration) is of chi square distribution with # df.

fan1984 发表于 2010-10-10 08:52

Maximum likelihood estimation (越大越好) optimizes likelihood function ( no negative sign).

Here is why the objective function defined as -2 Log likelihood

The log function is monotonic and makes it easy to calculate. Somesoftware do it in minimum that is why there a negative sign(-). Myguess is because a regression problem is defined to minimize sum oferror square. The number 2 is there for ease for hypothesis testingwhen one needs it, because 2*( loglikehood ration) is of chi squaredistribution with # df.

学习了

学习