Re: st: How is confidence interval calculated in weighted GLM in Stata?

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Fri, 30/4/10, Tan, Ji (GRS, Wuhan) wrote:
> Say in a simple Poisson regression,  EYi= i=Oi*exp()
> 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?

You can only sent plain text and no attachments to
the statalist, so your message got hopelessly 
garbled. So I can't answer you question directly,
I can only give you some literature recomendations:

James W. Hardin and Joseph M. Hilbe "Generalized 
Linear Models and Extensions, second edition. 
College Station, TX: Stata Press.
<http://www.stata-press.com/books/glmext.html>

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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