English, Article edition: IVGLOG: Stata module to estimate inverse Gaussian distribution-log link MLE model Joseph Hilbe

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Bookmark: http://trove.nla.gov.au/version/175630
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  • code
Language
  • English

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Title
  • IVGLOG: Stata module to estimate inverse Gaussian distribution-log link MLE model
Author
  • Joseph Hilbe
Physical Description
  • code
Notes
  • 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.)
  • RePEc:boc:bocode:s378901
Language
  • English
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