How can I fit an extreme value or gompit regression?
Title |
|
Fitting gompit models with cloglog |
Author |
James Hardin, StataCorp |
Date |
January 1999 |
This is easy to do in Stata using the
cloglog command. The gompit model (extreme value) has the
success/failure coding of the dependent variable reversed from the
complementary log-log model. So, to fit a gompit model in Stata, you can
simply generate a reverse-coded dependent variable and use
cloglog as
in
. gen newy = (y==0)
. cloglog newy x1 x2 x3