xtcloglog.hlp

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{smcl}
{* *! version 1.0.0  24jun2005}{...}
{cmd:help xtcloglog}{right:dialog:  {bf:{dialog xtcloglog}} {space 14}}
{right:also see:  {help xtcloglog postestimation}}
{hline}

{title:Title}

{p2colset 5 23 25 2}{...}
{p2col :{hi:[XT] xtcloglog} {hline 2}}Random-effects and population-averaged cloglog models{p_end}
{p2colreset}{...}


{title:Syntax}

{phang}
Random-effects (RE) model

{p 8 18 2}
{cmd:xtcloglog} {depvar} [{indepvars}] {ifin} {weight} [{cmd:, re}
{it:{help xtcloglog##randomeffects:RE_options}}]

{phang}
Population-averaged (PA) model

{p 8 18 2}
{cmd:xtcloglog} {depvar} [{indepvars}] {ifin} {weight} {cmd:, pa}
[{it:{help xtcloglog##popaveraged:PA_options}}]

{marker randomeffects}{...}
{synoptset 26 tabbed}{...}
{synopthdr :RE_options}
{synoptline}
{syntab:Model}
{synopt :{opth "i(varname:varname_i)"}}use {it:varname_i} as the panel ID variable{p_end}
{synopt :{opt nocon:stant}}suppress constant term{p_end}
{synopt :{opt re}}use random-effects estimator; the default{p_end}
{synopt :{opth offset(varname)}}include {it:varname} in model with coefficient constrained to 1{p_end}
{synopt:{cmdab:const:raints(}{it:{help estimation options##constraints():constraints}}{cmd:)}}apply specified linear constraints{p_end}

INCLUDE help intpts1

{syntab:SE}
{synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt boot:strap} or {opt jack:knife}{p_end}

{syntab:Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synopt :{opt noskip}}perform likelihood-ratio test{p_end}

{syntab:Max options}
{synopt :{it:{help xtcloglog##maximize_options:maximize_options}}}control the maximization process; seldom used{p_end}
{synoptline}
{p2colreset}{...}

{marker popaveraged}{...}
{synoptset 26 tabbed}{...}
{synopthdr :PA_options}
{synoptline}
{syntab:Model}
{synopt :{opth "i(varname:varname_i)"}}use {it:varname_i} as the panel ID variable{p_end}
{synopt :{opt nocon:stant}}suppress constant term{p_end}
{synopt :{opt pa}}use population-averaged estimator{p_end}
{synopt :{opth offset(varname)}}include {it:varname} in model with coefficient constrained to 1{p_end}

{syntab:Correlation}
{synopt :{cmdab:c:orr(}{it:{help xtnbreg##correlation:correlation}}{cmd:)}}within-group correlation structure{p_end}
{synopt :{opt force}}estimate even if observations unequally spaced in time{p_end}

{syntab:SE/Robust}
{synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt r:obust}, {opt boot:strap}, or {opt jack:knife}{p_end}
{synopt :{opt r:obust}}synonym for {cmd:vce(robust)}{p_end}
{synopt :{opt nmp}}use divisor N - P instead of the default N{p_end}
{synopt :{opt s:cale(#)}}set scale parameter to {it:#}; default is {cmd:scale(1)}{p_end}
{synopt :{opt s:cale}{cmd:(x2)}}set scale parameter to Pearson chi-squared statistic{p_end}
{synopt :{opt s:cale}{cmd:(dev)}}set scale parameter to deviance divided by degrees of freedom{p_end}
{synopt :{opt s:cale}{cmd:(phi)}}do not rescale the variance{p_end}

{syntab:Reporting}
{synopt :{opt level(#)}}set confidence level; default is {cmd:level(95)}{p_end}

{syntab:Opt options}
{synopt :{it:{help xtcloglog##optimize_options:optimize_options}}}control the optimization process; seldom used{p_end}
{synoptline}
{p2colreset}{...}


{marker correlation}{...}
{synoptset 19}{...}
{synopthdr :correlation}
{synoptline}
{synopt :{opt exc:hangeable}}exchangeable; the default{p_end}
{synopt :{opt ind:ependent}}independent{p_end}
{synopt :{opt uns:tructured}}unstructured{p_end}
{synopt :{opt fix:ed} {it:matname}}user-specified{p_end}
{synopt :{opt ar} {it:#}}autoregressive of order {it:#}{p_end}
{synopt :{opt sta:tionary} {it:#}}stationary of order {it:#}{p_end}
{synopt :{opt non:stationary} {it:#}}nonstationary of order {it:#}{p_end}
{synoptline}
{p2colreset}{...}

{p 4 6 2}
{it:depvar} and {it:indepvars} may contain time-series operators; see 
{help tsvarlist}.{p_end}
{p 4 6 2}
{opt bootstrap}, {opt by}, {opt jackknife}, {opt statsby}, and {opt xi} may be
used with {cmd:xtcloglog}; see {help prefix}.{p_end}
{p 4 6 2}
{opt iweight}s, {opt fweight}s, and {opt pweight}s are allowed for the
population-averaged model, and {opt iweight}s are allowed for the
random-effects model; see {help weight}.{p_end}
{p 4 6 2}
See {help xtcloglog postestimation} for features available after
estimation.{p_end}


{title:Description}

{pstd}
{cmd:xtcloglog} fits population-averaged and random-effects complementary
log-log (cloglog) models.  There is no command for a conditional fixed-effects
model, as there does not exist a sufficient statistic allowing the fixed
effects to be conditioned out of the likelihood.  Unconditional fixed-effects
cloglog models may be fitted with {cmd:cloglog} with indicator variables for
the panels.  The appropriate indicator variables can be generated using
{cmd:tabulate} or {cmd:xi}.  However, unconditional fixed-effects estimates
are biased.

{pstd}
By default, the population-averaged model is an equal-correlation model;
that is, {cmd:xtcloglog, pa} assumes {cmd:corr(exchangeable)}.  See
{helpb xtgee} for details on fitting other population-averaged models.

{pstd}
Note:  {cmd:xtcloglog, re}, the default, is slow since it is calculated by
adaptive Gauss-Hermite quadrature. 
INCLUDE help intpts2

{pstd}
See {help logistic estimation commands} for a list of related 
estimation commands.


{title:Options for RE model}

{dlgtab:Model}

{phang}
{opth "i(varname:varname_i)"}, {opt noconstant}; see
 {help estimation options##i():estimation options}.

{phang}
{opt re} requests the random-effects estimator, which is the default.

{phang}
{opth offset(varname)}, {opt constraints(constraints)}; see 
{help estimation options##offset():estimation options}.

INCLUDE help intpts3

{dlgtab:SE}

{phang}
{opt vce(vcetype)}; see {it:{help vce_option}}.

{dlgtab:Reporting}

{phang}
{opt level(#)}, {opt noskip}; see
 {help estimation options##level():estimation options}. 

{dlgtab:Max options}

{phang}
{marker maximize_options}
{it:maximize_options}: {opt dif:ficult}, {opt tech:nique(algorithm_spec)}, 
{opt iter:ate(#)}, [{opt no:}]{opt lo:g}, {opt tr:ace}, {opt grad:ient}, 
{opt showstep}, {opt hess:ian}, {opt shownr:tolerance}, {opt tol:erance(#)}, 
{opt ltol:erance(#)}, {opt gtol:erance(#)}, {opt nrtol:erance(#)}, 
{opt nonrtol:erance}, {opt from(init_specs)}; see {help maximize}.  Some of 
these options are not available if {cmd:intmethod(ghermite)} is specified.


{title:Options for PA model}

{dlgtab:Model}

{phang}
{opth "i(varname:varname_i)"}, {opt noconstant}; see
   {help estimation options##i():estimation options}.

{phang}
{opt pa} requests the population-averaged estimator.

{phang}
{opth offset(varname)}; see {help estimation options##offset():estimation options}.

{dlgtab:Correlation}

{phang}
{opt corr(correlation)}, {opt force}; see
     {help estimation options##corr():estimation options}.

{dlgtab:SE/Robust}

{phang}
{opt vce(vcetype)}; see {it:{help vce_option}}.

{phang}
{opt robust}, {opt nmp}; see {help estimation options##robust:estimation options}. 

{phang}
{cmd:scale(x2}|{cmd:dev}|{cmd:phi}|{it:#}{cmd:)} overrides the default scale 
parameter of {cmd:scale(1)}; see {help estimation options##scale():estimation options}.

{dlgtab:Reporting}

{phang}
{opt level(#)}; see {help estimation options##level():estimation options}.

{dlgtab:Opt options}

{phang}
{marker optimize_options}
{it:optimize_options} control the iterative optimization process.  These options
are seldom used.

{pmore}
{opt iter:ate(#)} specifies the maximum number of iterations.  When the number 
of iterations equals #, the optimization stops and presents the current results,
even if the convergence tolerance has not been reached.  The default value of 
{opt iterate()} is 100.

{pmore}
{opt tol:erance(#)} specifies the tolerance for the coefficient vector.  When 
the relative change in the coefficient vector from one iteration to the next is
less than or equal to #, the optimization process is stopped.  
{cmd:tolerance(1e-6)} is the default.

{pmore}
{opt nolog} suppress the display of the iteration log.

{pmore}
{opt tr:ace} specifies that the current estimates should be printed at each
iteration.


{title:Examples}

{phang}{cmd:. xtcloglog y x, i(id)}

{phang}{cmd:. xtcloglog y x, i(id) quad(16)}

{phang}{cmd:. xtcloglog y x, i(id) pa robust}


{title:Also see}

{psee}
Manual:  {bf:[XT] xtcloglog}

{psee}
Online:  {help xtcloglog postestimation};{break}
{helpb quadchk}, {helpb xtdata},
{helpb xtdes}, {helpb xtsum}, {helpb xttab}, {helpb xtgee}, {helpb xtlogit},
{helpb xtprobit}, {helpb cloglog}
{p_end}