Thanks as always to Kit Baum, new versions of the xlink and ipwbreg packages are now available for download from SSC. In Stata, use the ssc command to do this, or adoupdate if you already have old versions of these packages.
The xlink and ipwbreg packages are described as below on my website. The new xlink adds a new link function robit4, specifying the robit link with 4 degrees of freedom (which might be more outlier-resistant than the existing robit7). The new ipwbreg adds 2 saved scalar results e(stabfac0) and e(stabfac1), containing the stabilization factors for the binary regression model generating the inverse-probability weights.
Best wishes
Roger
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package xlink from http://www.rogernewsonresources.org.uk/stata16
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TITLE
xlink: Extra link functions for use with glm
DESCRIPTION/AUTHOR(S)
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.
Author: Roger Newson
Distribution-Date: 17october2021
Stata-Version: 16
INSTALLATION FILES (click here to install)
robit4.ado
robit4.sthlp
robit7.ado
robit7.sthlp
xlink.sthlp
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package ipwbreg from http://www.rogernewsonresources.org.uk/stata16
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TITLE
ipwbreg: Inverse propensity weights from Bernoulli regression
DESCRIPTION/AUTHOR(S)
ipwbreg fits a Bernoulli generalized linear regression model
for a binary dependent variable in a list of independent
variables, and then outputs a list of inverse propensity
weight variables. These propensity weight variables may be
used to estimate propensity-adjusted effects of the binary
treatment on an outcome variable. ipwbreg requires the xlink
package, if it is used with the extra link functions for glm
supplied in xlink.
Author: Roger Newson
Distribution-Date: 09november021
Stata-Version: 16
INSTALLATION FILES (click here to install)
ipwbreg.ado
ipwbreg.sthlp
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