Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: GLLAMM versus XTMEPOISSON


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: GLLAMM versus XTMEPOISSON
Date   Tue, 12 Feb 2013 12:54:51 -0500

On Tue, Feb 12, 2013 at 12:03 PM, Stas Kolenikov <skolenik@gmail.com> wrote:
> Ana,
>
> these are the parameters of the Cholesky decomposition of the
> variance-covariance matrix. The lns are the natural logs of the
> diagonal elements, and atr is the (hyperbolic?) arctan of the
> correlation.

Stas, I think you might be mixing up two different paramaterizations
for the covariance matrix. The Cholesky is one (essentially
decomposing the covariance matrix C = TT', where T is a lower
triangular matrix), and the logarithmic is another, where the
variances and covariances are expressed as exponential terms with
estimation on the logs and correlations are Fisher Z (inverse
hyperbolic tangent), but otherwise spot on advice.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index