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
Thanks much Joe! I can send you some output from both programs if
you want. Again, to be clear, both programs are correct in that I
can get identical results from them. But, they use different labels;
SPSS's cloglog is Stata's loglog, and SPSS's nloglog is Stata's
cloglog. A discussion of the SPSS PLUM command (including formulas
for the links; see p. 83) can be found at