Re[2]: Negative objective functions
From: KENNETH.G.KOWALSKI@monsanto.com
Subject: Re[2]: Negative objective functions
Date: 30 Oct 1998 13:50:38 -0600
Lewis,
Just to be clear, the ELS objective function differs from -2log(L) by a constant (C) that depends only on the number of observations, that is, ELS = -2log(L) + C where C = -Nlog(2pi). Thus, even if L<1, as long as -2Log(L)<Nlog(2pi) the ELS will be <0. Right?
Ken