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Master Economics and Public PolicyEcole Polytechnique – ENSAE - Sciences Po
Academic year 2009-2010
Quantitative sociology
Basics on GLM on stata 11
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What do we do today?
Overview on General Linar Model What’s this? =>
generalization of many kinds of regressions
Syntax =>glm vardep listofvarindep [fweight=weightvar] if (condition), family(xxx) link(yyy)
comparison of models, etc. => 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 variablesno 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
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| 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
link()family()
Family glm option
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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
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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)
