Hello R users,

I would like to fit a generalized linear model for the binomial family with some non standard link functions. For instance, this is the Aranda-Ordaz link:

η = ln( ( (1 - π)^-α - 1 )/α)

I know how to define a new link function to use with glm(), but I my problem is that I have an extra parameter to estimate and I have no clue how to incorporate that. Is there any way to tell glm() to add this parameter in the estimation or do I have to write my own estimator with optim()?

Thanks,

BP

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