Adding the complementary log-link to binomial() and make.link()
Roland Deutsch <roland.deutsch <at> tuwien.ac.at> writes:
in my research I frequently work with binomial
response models, which
are of course part of the generalized linear
models. While I do use
common link functions such as the logit, probit
and cloglog, I often
have the need of invoking the lesser-known
Complementary Log link
(Walter W. Piegorsch, 1992, "Complementary Log
Regression for
Generalized Linear Models ", The American
Statistician , Vol. 46, No. 2,
pp. 94-99 ) which is based on the exponential
distribution.
Before the release of R 3.0, I simply could
do so by adding the
following lines to the long switch command
in make.link(...):
clog = {
linkfun <- function(mu) qexp(mu)
linkinv <- function(eta) pmax(.Machine$double.eps,pexp(eta))
mu.eta <- function(eta) pmax(dexp(eta), .Machine$double.eps)
valideta <- function(eta) all(eta > 0)
},
and then add "clog" to the okLinks vector in
binomial(). However, I I wouldn't mess with make.link. Why don't you just define your own custom link, for example following the example under help(family)? This is what I did in the psyphy package and I just checked and they all still work under the current version of R.
Thanks a lot, Roland Deutsch
Kenneth Knoblauch Inserm U846 Stem-cell and Brain Research Institute Department of Integrative Neurosciences 18 avenue du Doyen L?pine 69500 Bron France tel: +33 (0)4 72 91 34 77 fax: +33 (0)4 72 91 34 61 portable: +33 (0)6 84 10 64 10 http://www.sbri.fr/members/kenneth-knoblauch.html