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
