Re: Negative objective functions

From: LSheiner <lewis@c255.ucsf.edu> Subject: Re: Negative objective functions Date: Fri, 30 Oct 1998 09:05:07 -0800 As I wrote in response to the original message (but didn't copy nmusers), the likelihood (L) is proportional to the probability of the data, but only proportional. It's scale is not fixed. Thus it can easily be greater than 1 and hence -2 log(L) < 0. A typical likelihood, in simple Normal problems is the sum of squares. This is typically N*(variance of residuals), where N is the number of observatikons. If N is large enough, or if the residual variance in the squared observation units of the dependent variable is >1, L will be >1 and -2log(L) <0. LBS.