Timeline for Which link function in binomial regression is better?
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 6, 2021 at 14:54 | comment | added | Frank Harrell | As Geoffrey so well summarized, only the logit link provides an interpretable scale. I would also base the choice on which link function minimizes the likelihood ratio $\chi^2$ statistic for the chunk test of all two-way interactions combined. I.e., possibly choose the link that minimizes the need for interactions. | |
| Dec 6, 2021 at 14:41 | comment | added | Geoffrey Johnson | I would use AIC because it is based on the likelihood and comes standard in most packages, though I suspect any differences in model fit will always be miniscule hence my recommendation based on interpretation. | |
| Dec 6, 2021 at 7:50 | comment | added | cdalitz | Although I find odds-ratios difficult to interpret, I agree that their algebraic (albeit non-linear) relation to the probabilities might be easier to deal with. This is an argument in favor of the logit link, if the results for different link functions are quite similar. If there is a noticeable difference, however, what is the criterion tells me which link function better represents the distribution in the data? | |
| Dec 5, 2021 at 21:19 | history | answered | Geoffrey Johnson | CC BY-SA 4.0 |