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Re: st: RE: cloglog, loglog, etc


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: cloglog, loglog, etc
Date   Tue, 03 Jan 2006 18:12:11 -0500

At 05:45 PM 1/3/2006, Jhilbe@aol.com wrote:
PLUM does -- in part -- what SAS does. It reverses the response 0/1
relationship. Stata and many other software packages parameterize the binary
response of 1 as a success. SAS and PLUM do the reverse. Moreover, PLUM's nloglog
reverses the sign of the standard loglog output, hence the -n- in nloglog. SAS,
following other packages, uses the loglog link.

With respect to priority, I tend to follow GLIM, the software developed by
the founders of GLM methodology. They used the same parameterization for
cloglog as did Fisher when he initially derived it in 1922.
Thanks to Joe for his great help with this, both on-list and off. As his later references to "gologit2b" suggest, there is a beta version of gologit2 that supports these other links (e.g. loglog and cloglog), but part of the reason I haven't released it yet is because I wanted to resolve inconsistencies in terminology across software packages. I'll release the program (or perhaps a spinoff of it) eventually, but in the meantime if anybody has a desperate need for an ordinal cloglog or loglog program (like ologit and oprobit but using the cloglog and loglog links) email me and I'll tell you how you can access the beta version.


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Richard Williams, Notre Dame Dept of Sociology
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