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st: oglm program now available at ssc

From   Richard Williams <>
Subject   st: oglm program now available at ssc
Date   Thu, 19 Jan 2006 12:17:43 -0500

Thanks to Kit Baum, the -oglm- command is now available at SSC.

-oglm- is a Stata 9 user-written program that estimates Ordinal Generalized Linear Models. The actual values taken on by the dependent variable are irrelevant except that larger values are assumed to correspond to "higher" outcomes. Up to 20 outcomes are allowed.

By default, -oglm- uses the logit link and produces results identical to -ologit-. However, the logit link is not always the most appropriate for the data. Hence, the probit, complementary log-log, and log-log links can be specified with the link option, e.g. link(p) for probit, link(c) for complementary log- log, and link(ll) for log-log.

-oglm-'s greatest appeal may be to those who want something like the ocloglog and ologlog programs that official Stata lacks. In addition, -oglm-'s support for linear constraints (e.g. constraining the effects of x1 and x2 to be equal) may sometimes make it an attractive alternative to -ologit-, -logit-, -oprobit- and -probit-.

-oglm- was written for Stata 9.1 and supports several prefix commands, including by, nestreg, xi, svy and sw. Its predict command includes the ability to compute estimated probabilities.

-oglm- was inspired by SPSS's PLUM command and its results have been verified by checking it against PLUM. However, users familiar with both programs should realize that SPSS and Stata use different names for the cloglog and loglog links. -oglm- follows Stata's naming conventions.

Richard Williams, Notre Dame Dept of Sociology
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