Ivan, In reference to your part 2), in 1989 Li and Duan published a paper where they examined the effect of using the "wrong" link function ( http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1176347254). The short version is that they found that in common models (lm and glm and others) and when the x-variables meet certain conditions, then the estimates of the slopes will change by a multiplicative constant as will the variance co-variance matrix. Many of the tests are still well behaved in this condition. The link functions you mentioned are all very similar to each other, so the impact of using a "wrong" one will be very minor.
On Fri, Feb 1, 2013 at 8:33 AM, Ivan-K <k...@ipae.uran.ru> wrote: > Dear colleagues, I have 2 points: One opinion and one question. > > 1) > In one paper in a peer-reviewed journal, I read about the idea of using a > logit regression as a surrogate for the log-binomial, just adding the > numerator to the denominator ... > Its tempting to immediately get the RR instead of OR ... > I tried it and I think it's a bad idea, the confidence intervals > dramatically inflated! > Any opinions? > > 2) > What would be the criteria for selection of link - functions for binary > data? > Usually I use the logit - just for simplest interpretation of parameters. > Using logit, probit, log-log, and log-log, I get identical values of the > maximum-likelihood, Pearson statistics, overdispersion parameter, etc. > However, the regression coefficients and its standard errors are different > (for logit b is the maximum, for the probit min., for log-log & C- > log-log > are between them). LRs close, but the maximum has the log-log. Wald > criterion - the maximum for the probit. > ?What are the interpretations for regression parameters (except logit)??? > > Ivan, IPAE RAS > > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/Relative-Risk-in-logistic-regression-tp4657040p4657297.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Gregory (Greg) L. Snow Ph.D. 538...@gmail.com [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
