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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: AW: GLM family and link (default) |
Date | Mon, 14 Jun 2010 13:01:47 +0200 |
<> " Actually this seems to work better than the probit command." "Work better" is not an expression that conveys much to me. In which respect did it work better? Note you can replicate the linear probability model, -probit- and -logit- via -glm-: ************* sysuse auto, clear reg foreign length weight glm foreign length weight, family(gaussian) link(identity) nolog prob foreign length weight, nolog glm foreign length weight, family(binomial 1) link(probit) nolog logit foreign length weight, nolog glm foreign length weight, family(binomial 1) link(logit) nolog ************* HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von mmolina@uniroma3.it Gesendet: Montag, 14. Juni 2010 12:37 An: statalist@hsphsun2.harvard.edu Betreff: st: GLM family and link (default) Dear Statlist, Looking at the glm help I found that the distribution of the dependent variable -by default- is family(gaussian). I am working with glm command, I did not specify any specific type of family or link function, and I have a binary dependent variable. Actually this seems to work better than the probit command. As I don't have continuous Gaussian responses but binary ones, which should be the distribution family and link function underlying this command? Thanks in advance. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/