Pr

1
Master Economics and Public Policy Ecole
Polytechnique ENSAE - Sciences Po Academic year
2009-2010 Quantitative sociology Basics on
GLM on stata 11
louis.chauvel_at_sciences-po.fr
2

• What do we do today?
• Overview on General Linar Model
• Whats this? gtgeneralization of many kinds of
  regressions
• Syntax gtglm vardep listofvarindep
  fweightweightvar if (condition), family(xxx)
  link(yyy)
• comparison of models, etc. gt estimates store
  mod / estimates stats mod for the bics
• On STATA 11 same as regression and logit ? for
  categorical indep var and ? for interactions

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• Categorical independent variables
• no more xi
• To change the reference category fvset base 2
  gender
• Expression of interactions
• for interaction without fist order
  variables
• for interaction AND fist order variables

4
link()
family()

• id log logit probit clog pow
  opower nbinomial loglog logc
• -------------------------------------------------
  ----------------------------
• Gaussian x x x
• inv. Gau. x x x
• binomial x x x x x x
  x x x
• Poisson x x x
• neg. bin. x x x
  x
• gamma x x x

Family
glm option
-----------------------------------
-----
Gaussian(normal) family(gaussian)
inverse Gaussian
family(igaussian)
Bernoulli/binomial family(binomial)
Poisson
family(poisson)
negative binomial family(nbinomial)
gamma
family(gamma)
Link
function glm option
----------------------------
------------
identity link(identity)
log
link(log)
logit link(logit)
probit
link(probit)
complementary log-log link(cloglog)
odds power
link(opower )
power link(power
) negative
binomial link(nbinomial)
log-log
link(loglog)
log-complement link(logc)