When I first wrote the cloglog command, which was later ammended by the
folks at StataCorp and included in official Stata, I had an option for
exponentiated coefficients -- eform. I believe that it is appropriate to have such an
option. If you want to use cloglog with exponentiated coefficients, then use
the glm commmand with the binomial family and clog link. Actually, I use glm
for many (but not all) GLM type routines. The AIC and BIC statistic is
displayed, one has a host of residuals, etc etc.
Joe Hilbe
====================
At 10:48 AM 7/1/2005 +0100, Barbara A Willey wrote:
>I wonder if anyone may be able to help/comment...
>
>Due to low prevalence of my outcome I used a complementary log log
>transformation of my data.
>
>Regression can still be carried out (cloglog command) but this give
>coefficients not odds ratios.
>A display of odds ratios and 95%CI can be obtained using the exponentiated
>coefficients (ereturn display, eform ("OR")).
>
>However, I am not sure if this can be interpreted in the same way as odds
>ratios, Stata help also described it as a hazard ratio.
>
>Can anyone advise on how to interpret results in this format?
I can't answer your specific question, but can only note that there is a
history of questions like this and this isn't the first time there has been
confusion over such matters. There was a somewhat related discussion a few
months ago; in particular see Roberto G. Gutierrez's comment at
http://www.stata.com/statalist/archive/2005-04/msg00678.html
Different Stata programs use different terms (odds ratio, relative risk
ratio, etc.) for the same mathematical transformation (exponentiating the
coefficient). This has to do with the proper interpretation of the
transformation (although, as Roberto points out, other software packages
just always call it "odds ratio" or generically "exp(b)").
In the case of cloglog - I notice that it doesn't include an option, under
any name, for exponentiating the coefficients. In such cases, you wonder
if (a) it simply isn't appropriate, or (b) nobody got around to programming
it.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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