IVGLOG: Stata module to estimate inverse Gaussian distribution-log link MLE model

Statistical Software Components from Boston College Department of Economics

Abstract: 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.)

Language: Stata
Requires: Stata version 6.0
Date: Written 1999-05-21
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.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/i/ivglog.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivgln_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivglog.hlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().