[R] link function for gaussian family

[ripley@stats.ox.ac.uk]

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 
> S-plus". 

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)
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