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XLINK: Stata module to provide extra link functions for use with glm

Author

Listed:
  • Roger Newson

    (King's College London)

Programming Language

Stata

Abstract

xlink is a library of extra link functions for use with glm. A user-defined link function for glm is implemented as an ado file, with the same name as the link function, taking 4 arguments containing, respectively, a to-do indicator, the name of the variable containing the link functions of the predicted means, the name of the variable containing the predicted means, and the name of the variable containing the first or second derivatives of the means with respect to the link functions. The to-do indicator is an integer argument, with values from -1 to 3, indicating whether the ado-file is being asked to set global macros, link functions, predicted means, first derivatives of predicted means, and second derivatives of predicted means, respectively.

Suggested Citation

  • Roger Newson, 2021. "XLINK: Stata module to provide extra link functions for use with glm," Statistical Software Components S458996, Boston College Department of Economics, revised 13 Jan 2022.
    • Handle: RePEc:boc:bocode:s458996
    Note: This module should be installed from within Stata by typing "ssc install xlink". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/x/xlink.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/r/robit1.ado
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    More about this item

    Keywords

    link functions; glm; Stata;
    All these keywords.

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