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Re: st: RE: cloglog loglog etc


From   Richard Williams <Richard.A.Williams.5@ND.Edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: cloglog loglog etc
Date   Mon, 02 Jan 2006 14:40:03 -0500

At 01:50 PM 1/2/2006, Jhilbe@aol.com wrote:
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

http://www.norusis.com/pdf/ASPC_v13.pdf

As you'll see, their cloglog link does indeed involve a cloglog transformation. I'm not sure, but I think SPSS and Stata differ on the "X" they plug into the formulas. So, I could see either SPSS or Stata having a logical claim on the name, but it wouldn't particularly surprise me to find that SPSS isn't doing it the way everyone else does. Rich
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