Re: st: GLLAMM versus XTMEPOISSON

["JVerkuilen (Gmail)" <jvverkuilen@gmail.com>]

On Tue, Feb 12, 2013 at 12:03 PM, Stas Kolenikov <skolenik@gmail.com> wrote:
> Ana,
>
> these are the parameters of the Cholesky decomposition of the
> variance-covariance matrix. The lns are the natural logs of the
> diagonal elements, and atr is the (hyperbolic?) arctan of the
> correlation.

Stas, I think you might be mixing up two different paramaterizations
for the covariance matrix. The Cholesky is one (essentially
decomposing the covariance matrix C = TT', where T is a lower
triangular matrix), and the logarithmic is another, where the
variances and covariances are expressed as exponential terms with
estimation on the logs and correlations are Fisher Z (inverse
hyperbolic tangent), but otherwise spot on advice.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/