[R] Writing a new link for a GLM.
roger koenker
rkoenker at uiuc.edu
Fri Jun 13 14:08:12 CEST 2008
I wrote an R-news note about this sort of thing in 2006, you can
navigate there via CRAN...
url: www.econ.uiuc.edu/~roger Roger Koenker
email rkoenker at uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Jun 13, 2008, at 4:54 AM, Jan Graffelman wrote:
> Hi,
>
> I wish to write a new link function for a GLM. R's glm routine does
> not supply the "loglog" link. I modified the make.link function adding
> the code:
>
> }, loglog = {
> linkfun <- function(mu) -log(-log(mu))
> linkinv <- function(eta) exp(-exp(-eta))
> mu.eta <- function(eta) exp(-exp(-eta)-eta)
> valideta <- function(eta) all(eta != 0)
> }, stop(sQuote(link), " link not recognised"))
> structure(list(linkfun = linkfun, linkinv = linkinv, mu.eta =
> mu.eta,
> valideta = valideta, name = link), class = "link-glm")
> }
>
>
> and then call glm with argument
>
> glm(y~x1+x2+x3,family=binomial(link=make.link("loglog")),data=X)
>
> and that seems to work.
>
> Is this the way to include a new link function? Any other suggestions?
>
> Jan.
>
> --
> ------------------------------------------------------------------------
> |Jan Graffelman |tel:
> +34-93-4011739 |
> |Dpt. of Statistics & Operations Research|fax:
> +34-93-4016575 |
> |Universitat Politecnica de Catalunya |email: jan.graffelman at upc.edu
> |
> |Av. Diagonal 647, 6th floor |
> www: |
> |08028 Barcelona, Spain | http://www-eio.upc.es/~jan/
> |
>
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