[R] link function for gaussian family
ripley at stats.ox.ac.uk
Fri Jan 24 09:08:02 CET 2003
On Fri, 24 Jan 2003, Kazuki Miyamoto wrote:
> Dear All,
> Is it possible to apply "log" link to gaussian family in glm?
> Help file saids that the gaussian family has only one permissible link,
> "identity". Similar descriptions are also in "Modern Applied Statistics with
Well, no choice of link is allowed in S-PLUS (sic), the subject of the
book you mention.
The R help file for gaussian() is wrong, and I will correct it. "inverse",
"log" and "identity" links are allowed in the R code. This has been so
since the current CVS file started in March 1998.
> But the application of log link to gaussian family seems to be valid
> in R.
Note that it is quite possible for no MLE to exist in that case, so use
with care: the symptom will be convergence problems, but they can occur
even if there is a valid solution.
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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