Does JMP's loglikelihood value include a constant?When JMP shows the loglikelihood value, does it set the constant to 0 or some number? Thanks!
AnalyticsData TableDOEGraphicsOtherRe: Does JMP's loglikelihood value include a constant?It depends on where you see the loglikelihood. For Normal distribution related loglikelihood, the constant is a function of pi and sample size; for Lognormal distribution related loglikelihood, the constant adds a function of data as well. Including constant will increase complexity and time consumption in calculation. So the strategy is NOT to include the constant, unless we have to. E.g. in Life Distribution, constants are included, because there is a need to compare different distributions like between Normal and Lognormal, where the constants matters.
Re: Does JMP's loglikelihood value include a constant?For the single Weibull fitting and competing two Weibull risk mixture, what would the constants be? Thanks!
Re: Does JMP's loglikelihood value include a constant?Seems you are talking about loglikelihood in Life Distribution. Then the answer is about another "depends". If the data have failure observations, then the constant is the function of those failure time, just like the constant of a Lognormal distribution. If there are not failure observations, then there are no separable constant. For mixture, either regular mixture or competing risk mixture, I don't believe there are separable constants, at least in general. In Life Distribution, the loglikelihood is "full", so it does not deliberately differentiate a constant part and a non-constant part.
