Dear Bill,
Perhaps the "cloglog" function in the "VGAM" package might be useful for
you.

HTH,

Jorge


On Fri, Jan 23, 2009 at 11:32 AM, William Simpson <
william.a.simpson@gmail.com> wrote:

> I would like to do an R glm() with
> family = binomial(link="loglog")
>
> Right now, the cloglog link exists, which is nice when the data have a
> heavy tail to the left. I have the opposite case and the loglog link
> is what I need. Can someone suggest how to add the loglog link onto
> glm()? It would be lovely to have it there by default, and it
> certainly makes sense to have the two opposite cases cloglog and
> loglog.
>
> Thanks for any help.
>
> Bill
>
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