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| From | Nick Cox <njcoxstata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: equivalence of log-logistic survival estimation with gllamm |
| Date | Wed, 27 Mar 2013 09:11:13 +0000 |
This was within Section 12(3) of Fisher, R.A. 1922. On the mathematical foundations of theoretical statistics. Philosophical Transactions of the Royal Society of London. Series A 222: 309-368 Various copies accessible online e.g. http://rsta.royalsocietypublishing.org/content/222/594-604/309.full.pdf+html but I got the story from McCullagh, P. and Nelder, J.A. 1989. Generalized linear models. London: Chapman and Hall, pp.11-12. (Resist the mutant citation On the theoretical foundations of mathematical statistics. It makes equal sense, but it wasn't Fisher's title.) On Wed, Mar 27, 2013 at 4:13 AM, JVerkuilen (Gmail) <jvverkuilen@gmail.com> wrote: > On Tue, Mar 26, 2013 at 4:32 PM, Nick Cox <njcoxstata@gmail.com> wrote: >> Good that you seem to be making progress. >> >> Just to comment on a side detail: I see no grounds for thinking that >> cloglog link implies a discrete response. In principle, it could make >> sense for continuous proportions too. As I recall, the original >> application (R.A. Fisher, no less) was for precisely this purpose. > > I know Fisher invented the cloglog link, but I didn't know it was for > a continuous proportion. Yes absolutely it makes sense. > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/