Calculating log liklihood: Zero value of likelihood function

In summary,The author is analysing hydrology data and curve fitting to determine the best probability distribution. The distribution is selected based on the lowest AIC value. For every data point, the likelihood function is calculated and the log of each value is taken. The AIC value is then calculated. If the likelihood function is undefined, the value is deleted.
  • #1
kirti1604
2
0
Hello,
I am analysing hydrology data and curve fitting to check the best probability distribution among 8 candidate distribution. (2 and 3 parameter distributions)
The selection is based on the lowest AIC value.
While doing my calculation in excel, how is it suggested to treat very low (approx 0) likelihood function values which result in a log likelihood of zero?
Should I just delete those value to get an AIC?
They generally are very low or very high values (possibly outliers ) which cause undefined values of log likelihood.
(I can delete those values because they are actual recorded data)I would appreciate if someone can suggest the treatment of such data which result in zero likelihood and the log of which can't be determined.
 
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  • #2
Can you give some more information on what your data is and what kind of distributions you are assuming for it? Naturally, very low likelihood indicates bad models in general.
 
  • #3
Orodruin said:
Can you give some more information on what your data is and what kind of distributions you are assuming for it? Naturally, very low likelihood indicates bad models in general.

Thank You for your response,
My data is stream flow data.
I am testing for 8 distributions: normal, lognormal, 3parameter log normal, generalised extreme value, gamma, gamma 3/pearson type 3, log pearson type 3, gumbel.
these candidate distributions are selected based on literature review.
Now just to outline the steps for calculation of log likelihood in excel.( I got an addin for the software called easyfit which has the pdfs for all the distributions i need)
for every data point i calculate the value of the likelihood function, using the density function.
so for any particular distribution, if I have 20 data points, i have 20 values of the likelihood function. then i take the log of each value.
then I calculate the summation of the 20 values
calculate the AIC value. using the formula
AIC=2k-2(summation log likelihood)
k is the no of parameters of distribution.

do the same step for all distributions using 2 for normal lognormal gamma and gumbel and 3 for the others i calculate 8 AIC values and select my distribution using the lowest AIC.

now the values which don't give a value of the likelihood function are generally very low or very high values of the dataset . But I can't reject them as they are not outliers
I am uploading 2 excel sheets.
station 1 was working fine and it outlines the steps i am following.
station 7 is causing trouble with the very high value(442) for the year 1950 as can be seen
the columns next to it are checking the high hand low ouliers using the grubs test after log transforming my data. (test chosen from literature for streamflow analysis)
The 3 tables are the main tables for doing my loglikelihood calculation which I am concerned with
the functions i used require an addin that comes after installing easyfit on 32bit office 2010
 

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FAQ: Calculating log liklihood: Zero value of likelihood function

What is a likelihood function?

A likelihood function is a statistical tool used to determine the probability of obtaining a set of data given a certain statistical model. It is often used in maximum likelihood estimation to find the parameters of a model that best fit the observed data.

What does it mean when the likelihood function has a value of zero?

When the likelihood function has a value of zero, it means that the observed data has a probability of zero of occurring under the given statistical model. This could indicate that the model is not a good fit for the data or that the data is extremely unlikely to have occurred.

How is the log likelihood calculated?

The log likelihood is calculated by taking the natural logarithm of the likelihood function. This is often done for mathematical convenience, as it can simplify calculations and make it easier to compare different models.

Why is it important to calculate the log likelihood?

Calculating the log likelihood is important because it allows us to compare different statistical models and determine which one is the best fit for a given set of data. It is also a crucial step in maximum likelihood estimation, which is a commonly used method for finding the parameters of a model.

Can the log likelihood be negative?

Yes, the log likelihood can be negative. This can happen when the likelihood function has a value of less than 1, which is often the case for small or unlikely data sets. However, in most cases, we are more interested in the relative values of the log likelihood for different models rather than the absolute value.

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