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st: re: odd "repeated time values" error in glm


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: odd "repeated time values" error in glm
Date   Sun, 14 Jan 2007 07:11:48 -0500

Clive said

I agree: -help glm- should be explicit about this if this is true. If it
is true, that's a real pity: the prospect of fitting models with
automatically logit-transformed variables was quite an enticing one.


I'm not sure why transforming variables into logits 'by hand' is any more onerous than transforming variables into logarithms 'by hand' prior to estimation. And I'm not sure that the specification given -- something like

glm unemp state public, link(logit)

without the vce() option--makes any sense in a GLM context. -glm- says

no observations
data not suitable for non-standard family-link combination
r(459);

The unemployment rate is bounded away from zero, true, but then so are 95% of the dependent variables used in econometric analysis. How can you fit a logit link using a binomial distribution to this relationship?


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Jan 14, 2007, at 2:33 AM, statalist-digest wrote:


I agree: -help glm- should be explicit about this if this is true. If it
is true, that's a real pity: the prospect of fitting models with
automatically logit-transformed variables was quite an enticing one.
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