st: New package -xglm- on SSC

[Roger Newson <r.newson@imperial.ac.uk>]

Thanks to Kit Baum, a new package -xglm- is now available for download 
from SSC. In Stata, use the -ssc- command to do this.

The -xglm- package is described as below on my website. It is an 
extended version of -glm-. Currently, the only added extension is an 
additional estimation result -e(depvarsum)-, containing the sum of the 
dependent variable. This is particularly useful in the case of logistic 
or log-linear regression, where the total number of events or non-events 
(whichever is smaller) can be useful as a diagnostic indicator. If it is 
divided by the total number of estimated parameters (calculated from 
-e(df_m)-), then the result is the number of events or non-events per 
parameter (whichever is smaller). If the number of events or non-events 
per parameter (whichever is smaller) is below 5, then we may suspect 
that the Central Limit Theorem will not work very well for the estimated 
log odds and their ratios. I frequently use the -xglm- package with the 
-parmby- module of the -parmest- package, which is also downloadable 
from SSC.

Best wishes

Roger


--
Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

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package xglm from http://www.imperial.ac.uk/nhli/r.newson/stata11
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TITLE
      xglm: Extended version of glm

DESCRIPTION/AUTHOR(S)
      xglm is an extended version of glm, designed mostly for use
      with the parmby option of the parmest package, downloadable
      from SSC.

      Author: Roger Newson
      Distribution-Date: 30may2011
      Stata-Version: 11

INSTALLATION FILES                                  (click here to install)
      xglm.ado
      xglm.sthlp
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