Re: st: oglm program now available at ssc

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 05:33 AM 1/20/2006, Phil Schumm wrote:
> On Jan 19, 2006, at 11:17 AM, Richard Williams wrote:
> > -oglm- was inspired by SPSS's PLUM command and its results have
> > been verified by checking it against PLUM.
> I think it's worth noting here that PLUM was originally a program
> written by Peter McCullagh, whose 1980 paper (Regression Models for
> Ordinal Data, JRSS, B 42, 109-142) laid out much of the foundation
> for ordinal regression models.  I have no idea how SPSS came by this,
> or whether their implementation bears any resemblance to the original.
I wonder about this too. :) There was a previous thread about the 
differences between Stata & SPSS in the naming of links.  In 
particular, what SPSS calls nloglog and cloglog are called cloglog 
and loglog in Stata's glm and cloglog programs (and now oglm).  Joe 
Hilbe explained the differences between Stata & SPSS in this post:

http://www.stata.com/statalist/archive/2006-01/msg00049.html

Now, as to why the differences exist in the first place, I don't 
know.  I'll have to look at the paper Phil cites.  However, in 
Generalized Linear Models, 2nd edition, also by McCullagh (and 
Nelder), I swear the formula they give for the ordinal cloglog model 
on p. 153 is the same as the formula oglm uses. My guess is that, for 
whatever reason, SPSS decided to deviate from what was in these 
original articles.  It may not be that SPSS is wrong, but it is 
different, and people need to be aware of those differences.  I 
figured that since olgm was a Stata program, I should follow Stata's 
naming conventions.

In any event, Stata is in good company in its naming conventions.  As 
Joe Hilbe wrote to me in a private message,

"I double checked the code in cloglog (which I wrote in the first 
place) and in glm, and compared sample models using Stata, LogXact, 
LIMDEP, and Systat. The cloglog models produced identical results."


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Richard Williams, Notre Dame Dept of Sociology
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