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st: How is confidence interval calculated in weighted GLM in Stata?


From   "Tan, Ji (GRS, Wuhan)" <Ji.Tan@towerswatson.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: How is confidence interval calculated in weighted GLM in Stata?
Date   Fri, 30 Apr 2010 19:23:57 +0800

Say in a simple Poisson regression,  EYi= λi=Oi*exp(β)
Log likelihood function is  So  And Fisher Score algorithm gives: This is in line with Stata.

However,  in the weighted case, log likelihood function changes to , ,
I  find Stata does not follow this numerically. So would anyone kindly explain this to me?

Thanks.

Regards,
Ji







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