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st: How is confidence interval calculated in weighted GLM in Stata?
From
"Tan, Ji (GRS, Wuhan)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: How is confidence interval calculated in weighted GLM in Stata?
Date
Fri, 30 Apr 2010 19:23:57 +0800
Say in a simple Poisson regression, EYi= λi=Oi*exp(β)
Log likelihood function is So And Fisher Score algorithm gives: This is in line with Stata.
However, in the weighted case, log likelihood function changes to , ,
I find Stata does not follow this numerically. So would anyone kindly explain this to me?
Thanks.
Regards,
Ji
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Description: Microsoft Equation 3 1.jpg
Description: Microsoft Equation 3 2.jpg
Description: Microsoft Equation 3 3.jpg
Description: Microsoft Equation 3 4.jpg
Description: Microsoft Equation 3 5.jpg
Description: Microsoft Equation 3 6.jpg