Since I am at least partially responsible for authoring both the glm and
cloglog commands (James Hardin and I wrote the current glm command and the
cloglog is derived from my STB program) I feel it appropriate to respond. I have
also reviewed SPSS several times as software reviews editor for The American
Statistician (TAS).
I have found many mistakes in SPSS in my past reviews. They are
particurlarly poor in GLM-based models. Thay have no Poisson command (I commented on this
several times in reviews) and have produced rather unorthodox output for
logistic regression models. I'd have to look up my reviews, but I do recall more
than several mistakes in this area of statistics. So it is no suprise to me
for you to have discovered a proglem with cloglog.loglog.
I double checked the glm, cloglog, and loglog output of Stata, and double
checked the code. It is correct. If you don't mind, I'll check SPSS, confirm
your findings, and mention your discovery in my next TAS Section Editor's Notes.
I'll be pleased to advise readers that it was you who identifed the problem.
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
------------------------------
Date: Sat, 31 Dec 2005 22:09:44 -0500
From: Richard Williams <[email protected]>
Subject: 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: [email protected]
WWW (personal): http://www.nd.edu/~rwilliam
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