ivglog estimates a full-information maximum-likelihood version of the inverse Gaussian family-log link generalized linear model. That is, the coefficient (i.e., point) estimates produced by ivglog are similar to the coefficient estimates produced by glm ..., family(ig) link(log); see help glm. The standard errors, however, will be slightly different since the log link is not the canonical link for the inverse Gaussian family. ivglog estimates distributions with a typically high initial peak with a long tail. It can be used to estimate otherwise log-gamma of negative binomial models with extremely long right-hand tails; see help gammalog and help nbreg. The outcome variable assumed for ivglog is continuous and is strictly greater than zero. (ivglog does not allow depvar to take on the value zero or any negative value.)
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S378901.
Size: Programming language: Stata Requires: Stata version 6.0 Date of creation: 21 May 1999 Date of revision: Handle: RePEc:boc:bocode:s378901
Note: This module may be installed from within Stata by typing "ssc install ivglog". Windows users should not attempt to download these files with a web browser. Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC