[R] User defined link function with extra parameters

[David Winsemius]

On Mar 1, 2012, at 12:52 AM, Bernardo Powaga wrote:

> Hello R users,
>
> I would like to fit a generalized linear model for the binomial  
> family with some non standard link functions. For instance, this is  
> the Aranda-Ordaz link:
>
> η = ln( ( (1 - π)^-α - 1 )/α)
>
> I know how to define a new link function to use with glm(), but I my  
> problem is that I have an extra parameter to estimate and I have no  
> clue how to incorporate that. Is there any way to tell glm() to add  
> this parameter in the estimation or do I have to write my own  
> estimator with optim()?

Bernardo;

Let me introduce you to a new friend. You very own link to a search  
engine to r-help. That way you won't need to repeat questions that  
have been asked answered and even incorported into announced packages:

http://www.googlesyndicatedsearch.com/u/newcastlemaths?q=Aranda-Ordaz+link&sa=Google+Search

The Newcastle site is just one of several that you could have used.  
MarkMail is another popular one and the venerable Baron maintained  
finzi site to which RSiteSearch has in the past directed you to. It,  
however, no longer is being maintained for rhelp or rdevel searches.

Enjoy the company of your new friends.

-- 

David Winsemius, MD
West Hartford, CT