On Fri, 13 Sep 2013, Endy BlackEndy wrote:
Hi to every body. I would like assistance on how to implement the
log-log link function for binary response. Is there any package that
implements it?
One way is to use the cloglog link and just flip the response categories.
To use the log-log link directly you can also use the "link-glm" object
provided below. It's what we use internally in the "betareg" package to
provide the log-log link.
loglog <- structure(list(
linkfun = function(mu) -log(-log(mu)),
linkinv = function(eta)
pmax(pmin(exp(-exp(-eta)), 1 - .Machine$double.eps), .Machine$double.eps),
mu.eta = function(eta) {
eta <- pmin(eta, 700)
pmax(exp(-eta - exp(-eta)), .Machine$double.eps)
},
dmu.deta = function(eta)
pmax(exp(-exp(-eta) - eta) * expm1(-eta), .Machine$double.eps),
valideta = function(eta) TRUE,
name = "loglog"
), class = "link-glm")
Many thanks
Endy
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