Date:         Mon, 22 Jun 2009 15:05:17 -0700
Reply-To:     shiling99@YAHOO.COM
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Shiling Zhang <shiling99@YAHOO.COM>
Organization: http://groups.google.com
Subject:      Re: Deviance versus log likelihood
Comments: To: sas-l@uga.edu
Content-Type: text/plain; charset=ISO-8859-1

You should use    -2(LL_reduced - LL_full)    which is distributed as
chi-square df=# of variables reduced.
The error term in logistic or probit model is not useful. The
distribution of Deviance_reduced - Deviance_full is not known. The
definitions of both terms are different. You should not expect they
would be equal to one another.

HTH


On Jun 21, 3:17 pm, Bminer <b_mi...@live.com> wrote:
> I am used to testing constraints on parameters (two nested models) in
> logistic regression as either:
>
> Deviance_reduced - Deviance_full
> or
> -2(LL_reduced - LL_full). Both give the same value to compare to
> critical values of chi-square.
>
> Using genmod and a normal error, identity link model the two values
> above are not the same. Why?
>
> Which should be used in a likelihood ratio test?
> Thanks!