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Oct 25, 2022 at 11:47 comment added Dave I’ll be posting a follow-up to clarify some remaining confusion I have, but this answers the question I asked and thus deserves the green check.
Oct 25, 2022 at 11:46 vote accept Dave
Jul 31, 2022 at 7:11 comment added Michael M Definitely! Still, I recently was asked exactly this one and was unsure.
Jul 30, 2022 at 10:51 comment added dipetkov @MichaelM Yes, I think so: A different link function "only" changes the mapping between the predictors and the mean of the response, ie, it changes the model $f_\theta$. That being said, there are often better ways to choose the link function than the AIC. It took me a bit of time but I remembered a good example: take a look at Section 11.2 in the Regression Modeling Strategies course notes.
Jul 30, 2022 at 10:30 comment added Michael M Great answer! Thus, we can also compare different link functions like this, right?
Jul 30, 2022 at 10:23 history edited dipetkov CC BY-SA 4.0
added 112 characters in body
Jul 29, 2022 at 22:15 history answered dipetkov CC BY-SA 4.0