Monday, January 02, 2006

Re: st: RE: cloglog loglog etc

At 01:50 PM 1/2/2006, wrote: >Again, Stata's cloglog program is correct. Stata's glm command, with cloglog >and loglog links, is also correct, with the cloglog link being is consistent >(identical) to cloglog. If your SPSS results are as you say, SPSS is >incorrect. I'll check it out and advise TAS readers -- as well as SPSS. > >Joe Hilbe

Thanks much Joe! I can send you some output from both programs if you want. Again, to be clear, both programs are correct in that I can get identical results from them. But, they use different labels; SPSS's cloglog is Stata's loglog, and SPSS's nloglog is Stata's cloglog. A discussion of the SPSS PLUM command (including formulas for the links; see p. 83) can be found at

As you'll see, their cloglog link does indeed involve a cloglog transformation. I'm not sure, but I think SPSS and Stata differ on the "X" they plug into the formulas. So, I could see either SPSS or Stata having a logical claim on the name, but it wouldn't particularly surprise me to find that SPSS isn't doing it the way everyone else does. Rich

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