Saturday, December 31, 2005

st: Terminology - cloglog, loglog, nloglog

I've noticed an inconsistency in terminology between SPSS and Stata. I assume that Stata is "right", but I was wondering if anybody can shed more light on this.

PLUM is SPSS's ordinal regression routine. It supports various links, which it calls logit, probit, cloglog (complementary log log), and nloglog (negative log log).

Using a dichotomous DV, I've run the same models in PLUM and in Stata using the logit, probit, cloglog, and glm routines. What I have found is that

(1) SPSS and Stata produce the same results for links logit and probit

(2) SPSS's cloglog does not produce the same results as Stata's cloglog. Rather, cloglog in SPSS produces the same results as the loglog link in Stata's glm.

(3) SPSS's nloglog link is equivalent to Stata's cloglog link.

Now, it wouldn't be so bad if the 2 programs used different names for the same thing. But, in this case, they also use the same term, cloglog, for different things. Further, just looking over the formulas presented by SPSS & Stata, it isn't obvious to me that one has a more logical claim to the name cloglog than the other does. Any insights on this would be appreciated.

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 FAX: (574)288-4373 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW (personal): WWW (department):

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