Re: [Rd] Parametric links for glm?

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sun 30 Jul 2006 - 16:11:14 GMT

There is no reason to add ...: you could have binomial(link = Gosset(nu=5)).

I really don't like the idea of changing system functions like make.link, and believe it is not necessary.

On Sun, 30 Jul 2006, roger koenker wrote:

> At useR 2006 I mentioned that it would be nice to have a way to
> specify binomial links
> that involved free parameters and described some experience with a
> Gosset link involving
> a free degrees of freedom parameter, and a Tukey-lambda link with two
> free parameters.
> My implementation of this involved some rather kludgey modifications
> of binomial,
> make.link and glm that (essentially) added a "..." argument to
> binomial permitting the
> parameters to be passed down to the fitting routines. So, in the
> Gosset case, for example,
> had the following passage in make.link, involving a free degrees of
> freedom parameter nu:
>
> }, Gosset = {
> linkfun <- function(mu) qt(mu,nu)
> linkinv <- function(eta) {
> thresh <- -qqt(.Machine$double.eps,nu)
> eta <- pmin(thresh, pmax(eta, -thresh))
> pt(eta,nu)
> }
> mu.eta <- function(eta) pmax(dt(eta,nu), .Machine$double.eps)
> valideta <- function(eta) TRUE
> },
>
> Just prior to the useR meeting, there were some changes in R-devel to

Actually, it was a redesign of all the link functions to make them consistent: quasi was odd here.

> binomial that allow one to pass an object of class "link-glm" -- if I
> understand properly, this allows one to more easily
> roll one's own links, but it leaves the question of passing
> parameters on the table. That is,
> presumably, I could pass a structure, like that above of class "link-
> glm" and thereby avoid
> the Cerberus of officially sanctioned links, but I still don't see
> how to pass my parameters.
> Can someone enlighten me? Or, would it still be necessary to add
> "..." to the binomial
> function?
>
> url: www.econ.uiuc.edu/~roger Roger Koenker
> email rkoenker@uiuc.edu Department of Economics
> vox: 217-333-4558 University of Illinois
> fax: 217-244-6678 Champaign, IL 61820
>
> ______________________________________________
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> https://stat.ethz.ch/mailman/listinfo/r-devel
>
>

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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