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louis.chauvel@sciences-po.fr

Master Economics and Public Policy Ecole Polytechnique – ENSAE - Sciences Po Academic year 2009-2010 Quantitative sociology Basics on GLM on stata 11 . louis.chauvel@sciences-po.fr. What do we do today? Overview on General Linar Model

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louis.chauvel@sciences-po.fr

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  1. Master Economics and Public Policy Ecole Polytechnique – ENSAE - Sciences Po Academic year 2009-2010 Quantitative sociology Basics on GLM on stata 11 louis.chauvel@sciences-po.fr

  2. What do we do today? • Overview on General Linar Model • What’s this? =>generalization of many kinds of regressions • Syntax =>glm vardep listofvarindep [fweight=weightvar] if (condition), family(xxx) link(yyy) • comparison of models, etc. => estimates store mod / estimates stats mod for the bics • On STATA 11: same as regression and logit : for categorical indep var and  for interactions

  3. Categorical independent variables • no more “ xi: ” • To change the reference category = fvset base 2 gender • Expression of interactions • “ # ” for interaction without fist order variables • “ ## ” for interaction AND fist order variables

  4. link() family() • | id log logit probit clog pow opower nbinomial loglog logc • ----------+------------------------------------------------------------------- • Gaussian | x x x • inv. Gau. | x x x • binomial | x x x x x x x x x • Poisson | x x x • neg. bin. | x x x x • gamma | x x x • Family glm option • ---------------------------------------- • Gaussian(normal) family(gaussian) • inverse Gaussian family(igaussian) • Bernoulli/binomial family(binomial) • Poisson family(poisson) • negative binomial family(nbinomial) • gamma family(gamma) • Link function glm option • ---------------------------------------- • identity link(identity) • log link(log) • logit link(logit) • probit link(probit) • complementary log-log link(cloglog) • odds power link(opower #) • power link(power #) • negative binomial link(nbinomial) • log-log link(loglog) • log-complement link(logc)

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