.- help for ^cloglog^ (STB-32: sg53; STB-41 sg53.2) .- Maximum-likelihood complementary loglog estimation -------------------------------------------------- [^by^ varlist:] ^cloglog^ [depvar [indepvars] [weight] [^if^ exp] [^in^ range] ] [^,^ ^l^evel^(^#^)^ ^noc^oef ^nocons^tant ^r^obust ^cl^uster^(^varname^)^ ^sc^ore^(^newvar^)^] ^fweights^ and ^aweights^ are allowed; see help @weights@. These commands share the features of all estimation commands, see help @est@. To reset problem-size limits, see help @matsize@. ^cloglog^ may not as yet be used with ^sw^ to perform stepwise estimation; see help @sw@. Description ----------- ^cloglog^ estimates maximum-likelihood cloglog models. If you are estimating on grouped data, see help @bcloglog@. Options ------- ^level(^#^)^ specifies the confidence level, in percent, for the confidence intervals of the coefficients; see help @level@. ^nocoef^ is for ado-file writers; see [R] for example probit. ^noconstant^ suppresses the constant term (intercept). ^robust^ specifies that the Huber/White/sandwich estimator of variance is to be used in place of the traditional calculation. ^robust^ combined with ^cluster()^ further allows observations which are not independent within ^cluster^ (although they must be independent between clusters). See [U] 26.10 Obtaining robust variance estimates. ^cluster(^varname^)^ specifies that the observations are independent across groups (clusters) but not necessarily independent within groups. varname specifies to which group each observation belongs; e.g., ^cluster(personid)^ data. Specifying ^cluster()^ implies robust. ^score(^newvar^)^ creates a new variable containing the contributions to the scores; see [R] for example probit. Examples -------- . ^cloglog y x1 x2 x3^ . ^cloglog y x1 x2 x3 if site==1^ . ^cloglog y x1 x2 x3, robust cluster(hospital) score^ . ^by site: cloglog y x1 x2 x3^ Author ------ Joseph Hilbe Arizona State University atjmh@@asuvm.inre.asu.edu Also see -------- STB: STB-41 sg53.2, STB-32 sg53 Manual: [U] 26 Estimation and post-estimation commands [U] 35 Overview of model estimation On-line: help for @est@, @clogit@, @cusum@, @glm@, @glogit@, @lincom@, @linktest@, @logistic@, @logit@, @lrtest@, @mlogit@, @ologit@, @predict@, @sw@, @test@, @testnl@, @vce@, @xi@, @xtprobit@