[R-sig-ME] revised link function of logistic regression model?

David Duffy davidD at qimr.edu.au
Fri Jun 24 09:20:38 CEST 2011

On Thu, 23 Jun 2011, Jian Zhang wrote:

> My question is: If I changed the function of the survival probability to 
> the following: P(y=1|x) = (exp(b0+b1*x) / (1+exp(b0+b1*x)) ) ^t, how 
> should I do the regression using the glm? How can I add the "t" into the 
> function as a predictor variable? Or should I revise the link function?

I shall hazard a guess and say that you can't, exactly as you have 
specified it.  You could fit such a model by ML, but you would have to 
hand code it using nlme (?) or directly maximizing the likelihood using 
optim() etc.  But I suspect there are many similar models that might be 
better behaved.  Are you trying to fit a parametric survival model in a 
roundabout fashion?

Cheers, David Duffy.

| David Duffy (MBBS PhD)                                         ,-_|\
| email: davidD at qimr.edu.au  ph: INT+61+7+3362-0217 fax: -0101  /     *
| Epidemiology Unit, Queensland Institute of Medical Research   \_,-._/
| 300 Herston Rd, Brisbane, Queensland 4029, Australia  GPG 4D0B994A v

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