Overall log likelihood of a hierarchical bayes model

[ahoeweler]

Hi everyone,

I want to compare the overall if of an MNL model, a fixed effects Bayes model and a random-effects hierarchical Bayes model. The log likelihood measure seems to be most appropirate for that, however how do I calculate the overall log likelihood for the HB model in the PROC BCHOICE procedure?

Thank you for your help.

Best,

Alex

[Damien_Mather]

you could try holding all parameter estimates to the values you estimate using the 3 model frameworks in a framework that can nest all 3 specifications and outputs a true (not psuedo) likelihood. Maybe proc glimmix with method=laplace might work, depending on your original procedures.