st: RE: AW: GLM family and link (default)

["Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>]

These provide a nice comparison of the various models, but I have some concerns:
1.	this could be interpreted as shopping for a 'good' model - and then any significance tests are inappropriate.
2.	If you have binary responses why would you use anything but a logit or probit model?  My preference is the logit model from the likelihood model, but you can't distinguish probit and logit models unless you have many observations.

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
Sent: Monday, June 14, 2010 4:02 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: AW: GLM family and link (default)


<> 

" Actually
this seems to work better than the probit command."


"Work better" is not an expression that conveys much to me. In which respect
did it work better?


Note you can replicate the linear probability model, -probit- and -logit-
via -glm-:


*************
sysuse auto, clear
reg foreign length weight
glm foreign length weight, family(gaussian) link(identity)  nolog

prob foreign length weight, nolog
glm foreign length weight, family(binomial 1) link(probit) nolog

logit foreign length weight, nolog
glm foreign length weight, family(binomial 1) link(logit) nolog
*************



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von
mmolina@uniroma3.it
Gesendet: Montag, 14. Juni 2010 12:37
An: statalist@hsphsun2.harvard.edu
Betreff: st: GLM family and link (default)

Dear Statlist,

Looking at the glm help I found that the distribution of the dependent
variable -by default- is family(gaussian).

I am working with glm command, I did not specify any specific type of
family or link function, and I have a binary dependent variable. Actually
this seems to work better than the probit command.

As I don't have continuous Gaussian responses but binary ones, which
should be the distribution family and link function underlying this
command?

Thanks in advance.




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