Re: [Rd] Parametric links for glm?

From: roger koenker <roger_at_ysidro.econ.uiuc.edu>
Date: Sun 30 Jul 2006 - 19:49:19 GMT

Thanks, that works splendidly.

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


On Jul 30, 2006, at 11:11 AM, Prof Brian Ripley wrote:

> 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
>>
>> ______________________________________________
>> R-devel@r-project.org mailing list
>> 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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