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st: RE: cloglog loglog etc


From   Jhilbe@aol.com
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: cloglog loglog etc
Date   Mon, 2 Jan 2006 13:50:11 EST

Since I am at least partially responsible for authoring both the glm and  
cloglog commands (James Hardin and I wrote the current glm command and the  
cloglog is derived from my STB program) I feel it appropriate to respond. I  have 
also reviewed SPSS several times as software reviews editor for The  American 
Statistician (TAS). 
 
I have found many mistakes in SPSS in my past reviews. They are  
particurlarly poor in GLM-based models. Thay have no Poisson command (I  commented on this 
several times in reviews) and have produced rather unorthodox  output for 
logistic regression models. I'd have to look up my reviews, but I do  recall more 
than several mistakes in this area of statistics. So it is no  suprise to me 
for you to have discovered a proglem with cloglog.loglog. 
 
I double checked the glm, cloglog, and loglog output of Stata, and double  
checked the code. It is correct. If you don't mind, I'll check SPSS, confirm  
your findings, and mention your discovery in my next TAS Section Editor's Notes. 
 I'll be pleased to advise readers that it was you who identifed the problem. 
 
Again, Stata's cloglog program is correct. Stata's glm command, with  cloglog 
and loglog links, is also correct, with the cloglog link being is  consistent 
(identical) to cloglog.  If your SPSS results are as you  say, SPSS is 
incorrect. I'll check it out and advise TAS readers -- as well as  SPSS. 
 
Joe Hilbe
 


------------------------------

Date: Sat, 31 Dec 2005  22:09:44 -0500
From: Richard Williams  <Richard.A.Williams.5@ND.edu>
Subject: st: Terminology - cloglog,  loglog, nloglog

I've noticed an inconsistency in terminology between SPSS  and 
Stata.  I assume that Stata is "right", but I was wondering if  
anybody can shed more light on this.

PLUM is SPSS's ordinal  regression routine.  It supports various 
links, which it calls logit,  probit, cloglog (complementary log log), 
and nloglog (negative log  log).

Using a dichotomous DV, I've run the same models in PLUM and in  Stata 
using the logit, probit, cloglog, and glm routines.  What I have  found is 
that

(1) SPSS and Stata produce the same results for links logit  and probit

(2) SPSS's cloglog does not produce the same results as  Stata's 
cloglog.  Rather, cloglog in SPSS produces the same results as  the 
loglog link in Stata's glm.

(3) SPSS's nloglog link is equivalent  to Stata's cloglog link.

Now, it wouldn't be so bad if the 2 programs  used different names for 
the same thing.  But, in this case, they also  use the same term, 
cloglog, for different things. Further, just looking over  the 
formulas presented by SPSS & Stata, it isn't obvious to me that one  
has a more logical claim to the name cloglog than the other 
does.   Any insights on this would be appreciated.

-  -------------------------------------------
Richard Williams, Notre Dame Dept  of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX:     (574)288-4373
HOME:   (574)289-5227
EMAIL:   Richard.A.Williams.5@ND.Edu
WWW (personal):     http://www.nd.edu/~rwilliam
WWW (department):     http://www.nd.edu/~soc 
 
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