Re: model selection problem


Carsten,

Log Likelihood incorporates probabilities rather than actual values of
x or log(x). Therefore, I cannot see a reason why the Log Likelihood
would get smaller or higher just because you take log of x.

HTH,
Vadim Pliner


Hi Vadim,

so to sum up your posting ... a higher likelihood-value should indicate a better fit in any way (at least in theory) ?

And an additional question: What I need especially is a good fit in the right tail of the distribution. Are there modifications to likelihood criteria to focus more on tail-exactness?

Carsten
.

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