[R] glm null deviance

[Bendix Carstensen]

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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