Timeline for How to apply glm(generalized linear model) in this simple example?
Current License: CC BY-SA 3.0
6 events
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| Nov 2, 2019 at 9:17 | vote | accept | mathguy | ||
| Jul 23, 2016 at 2:20 | comment | added | Glen_b |
@mathguy you can write your own link function (you also supply some other things along with it, such as the inverse link). The help on family contains an example for the binomial. Beware, however that as you move away from the canonical link (in some sense), the easier it becomes to encounter difficulties in optimizing the likelihood. (Good starting points will often help, but some of the potential problems are inherent).
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| Jul 22, 2016 at 13:48 | comment | added | mathguy | Btw, in r, is there anyway to specify the link function no matter how ridiculous the link function is? Like what if somebody suspects the link function in the data to be arcsin(E(y)) = Xb? | |
| Jul 22, 2016 at 13:46 | comment | added | mathguy | Yes this is the identical link, which is why precisely it is NOT the canonical link, since in the case where y's are exponentially distributed, the canonical link should be inverse. | |
| Jul 19, 2016 at 1:22 | history | edited | Glen_b | CC BY-SA 3.0 |
added 11 characters in body
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| Jul 18, 2016 at 11:54 | history | answered | Glen_b | CC BY-SA 3.0 |