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Re: st: equivalence of log-logistic survival estimation with gllamm


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: equivalence of log-logistic survival estimation with gllamm
Date   Wed, 27 Mar 2013 09:11:13 +0000

This was within Section 12(3) of

Fisher, R.A. 1922.
On the mathematical foundations of theoretical statistics.
Philosophical Transactions of the Royal Society of London. Series A
222: 309-368

Various copies accessible online e.g.
http://rsta.royalsocietypublishing.org/content/222/594-604/309.full.pdf+html

but I got the story from

McCullagh, P. and Nelder, J.A. 1989. Generalized linear models.
London: Chapman and Hall, pp.11-12.

(Resist the mutant citation
On the theoretical foundations of mathematical statistics.
It makes equal sense, but it wasn't Fisher's title.)

On Wed, Mar 27, 2013 at 4:13 AM, JVerkuilen (Gmail)
<jvverkuilen@gmail.com> wrote:
> On Tue, Mar 26, 2013 at 4:32 PM, Nick Cox <njcoxstata@gmail.com> wrote:
>> Good that you seem to be making progress.
>>
>> Just to comment on a side detail: I see no grounds for thinking that
>> cloglog link implies a discrete response. In principle, it could make
>> sense for continuous proportions too. As I recall, the original
>> application (R.A. Fisher, no less) was for precisely this purpose.
>
> I know Fisher invented the cloglog link, but I didn't know it was for
> a continuous proportion. Yes absolutely it makes sense.
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