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Published byAdam Griffin Modified over 2 years ago

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1 Master Economics and Public Policy Ecole Polytechnique – ENSAE - Sciences Po Academic year Quantitative sociology Basics on GLM on stata 11

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2 What do we do today? Overview on General Linar Model Whats 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

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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

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4 | 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 link() family() 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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