[R] glm null deviance
Bendix Carstensen
bxc at svs.dk
Tue Feb 2 16:22:29 CET 1999
At 12:52 02-02-99 , you wrote:
>Question to the devel:
> shouldn't the cloglog = log(-log(p))?
> rather than log(-log(1-p)) as implemented?
No cloglog is an abbreviation for Complementary log - log.
The model emerges from gruped survival:
Suppose for the sake of the argument that the failure rate is
lambda and that objects are observed over an interval of length
1. Then the probability of failure is:
p = 1 - exp(-lambda*1)
If you want to implement a proportional hazards model, the relvant
parameter from a linear poit of view is eta=log(lambda), hnce the model:
p = 1 - exp(-exp(eta))
or
log(-log(1-p)=eta
Hence the Complementary log-log.
If you want the other model just use:
glm(1-y~x,family=binomial(link=cloglog))
and keep track og your signs!
Bendix Carstensen
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