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