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Re: st: equivalence of log-logistic survival estimation with gllamm


From   William Buchanan <[email protected]>
To   [email protected]
Subject   Re: st: equivalence of log-logistic survival estimation with gllamm
Date   Tue, 26 Mar 2013 11:10:21 -0700

Maybe you weren't looking at the documentation?  On page 12 of the GLLAMM manual (http://biostats.bepress.com/cgi/viewcontent.cgi?article=1160&context=ucbbiostat), the authors explicitly list each of the links and families (as well information for ordered categorical data).  On that page, the authors list "complimentary log-log" as one of the link functions.  Maybe you should first try explaining your data and what inference you hope to make/models you would like to fit and see if anyone has other suggestions for fitting a model that would be easier to defend and/or interpret.  

HTH,
Billy


On Mar 26, 2013, at 10:53 AM, Karen Ruckman <[email protected]> wrote:

> hi statalisters,
> 
> in my quest to run an IV estimation with the first stage being a survival analysis, i am trying to figure out how to use -gllamm-.  the appropriate first stage survival distribution is log-logistic (or log-normal) but there does not seem to be this option for -gllamm-. (it is hard to tell as there is no list of the available links for each family anywhere and the writer of the command does not respond to emails.)  -gllamm- offers the family(poisson) distribution but no loglog link.  does anyone know if there is there is a way to recreate survival analysis log-log results using a -gllamm- regression?
> 
> karen.
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