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st: GLM / blogit /glogit


From   "Allan Reese (Cefas)" <allan.reese@cefas.co.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: GLM / blogit /glogit
Date   Wed, 26 May 2010 15:58:34 +0100

Hi friends, can I get an opinion on when to use the various commands for
fitting observed counts?  I've looked round for discussion of the models
but find most references come back to Stata - so I'm chasing my tail! 

Consider some grouped data: r successes from n trials with covariate x
measured for each group.
The command options are

glm r x, fam(bin n)
blogit r n x
glogit r n x

The first two give the same parameter estimates but different df and
goodness of fit.  My interpretation is that if x is determined once for
each group (eg a shared treatment) then the number of groups is
appropriate, but if each observation of x is made independently (ie is a
covariate for the individual) then the expanded count may be valid.

glogit however uses LS not ML estimators and gives different parameter
estimates.  But the LS estimators are biased, and I can't find any
indication when or why you might prefer the LS model.  Isn't it just
something that was computationally easier before we had good glm
software?

glm , irls gives different estimates yet again, presumably because of
reweighting at each iteration.

Comments please.

Regards
Allan  



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