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st: AW: AW: GLM family and link (default)


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: AW: GLM family and link (default)
Date   Mon, 14 Jun 2010 13:13:59 +0200

<> 

I should also mention -cloglog- in this context:


*************
sysuse auto, clear
cloglog foreign length weight, nolog
glm foreign length weight, family(binomial 1) link(cloglog) nolog
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Martin Weiss
Gesendet: Montag, 14. Juni 2010 13:02
An: statalist@hsphsun2.harvard.edu
Betreff: st: AW: GLM family and link (default)


<> 

" Actually
this seems to work better than the probit command."


"Work better" is not an expression that conveys much to me. In which respect
did it work better?


Note you can replicate the linear probability model, -probit- and -logit-
via -glm-:


*************
sysuse auto, clear
reg foreign length weight
glm foreign length weight, family(gaussian) link(identity)  nolog

prob foreign length weight, nolog
glm foreign length weight, family(binomial 1) link(probit) nolog

logit foreign length weight, nolog
glm foreign length weight, family(binomial 1) link(logit) nolog
*************



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von
mmolina@uniroma3.it
Gesendet: Montag, 14. Juni 2010 12:37
An: statalist@hsphsun2.harvard.edu
Betreff: st: GLM family and link (default)

Dear Statlist,

Looking at the glm help I found that the distribution of the dependent
variable -by default- is family(gaussian).

I am working with glm command, I did not specify any specific type of
family or link function, and I have a binary dependent variable. Actually
this seems to work better than the probit command.

As I don't have continuous Gaussian responses but binary ones, which
should be the distribution family and link function underlying this
command?

Thanks in advance.




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