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Identity link in tweedie

2 messages · Cristina Gomes, Peter Dunn

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Hi there,
I'm using the tweedie distribution package and I cant figure out how to 
run a model using an identity link. I know I can use a log link by 
having link.power=0 and I think identity would be link.power=1, but I'm 
not sure. Furthermore when I try running it with link.power=1 it 
requires starting values which I cant manage to give appropriately so 
I'm not sure if its actually an identity link its using. I can't find 
this info on the help page and I was wondering if somebody could give me 
a hand.
Thanks a lot.
Cheers,
Cristina.
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Cristina
Yes, that is correct.
Without any code to see, I will guess at what is happening.  The 
trouble with using an identity link is that the predicted means, 
say mu, may be negative, where as the Tweedie distributions have mu 
greater than zero.  In using the identity link, you may be asking R 
to fit the impossible.

Perhaps the question you need to ask is this:  Why do you need an 
identity link?

P.