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How can I fit an extreme value or gompit regression?

Title   Fitting gompit models with cloglog
Author James Hardin, StataCorp
Date January 1999

This is easy to do in Stata using the cloglog command. The gompit model (extreme value) has the success/failure coding of the dependent variable reversed from the complementary log-log model. So, to fit a gompit model in Stata, you can simply generate a reverse-coded dependent variable and use cloglog as in

        . gen newy = (y==0)

        . cloglog newy x1 x2 x3
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