[R] using identity link for binomial familly with glm
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Jul 31 12:50:09 CEST 2001
On Tue, 31 Jul 2001, Stephane Dupas wrote:
> -- Error in binomial(link = "identity") : identity link not available for binomial family, available links are "logit", "probbbit", "cloglog" and "log"
> Hi, I have a question, dealing with this error response. I'm trying to
> make anova on percentages. The variablethat has a biological
> significance is actually the percentage itself. Is it really not
> possible, to test a simple linear probability model with glm, using
> binomial model and identity link function ? I know it's hard to deal
> with probability responses out of [0,1] but well... help me !
> There is an example of such a linear probability model in Agresti (1997)
> some software aparently do it
You can do it easily: use a quasi model.
quasi(link = "identity", variance = "mu(1-mu)")
I believe. You will probably need to specify a good starting value.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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