In a binomial regression analysis I have used the AIC value as a guide
for which link function (logit or probit) provides the best fit to my
data, but one of the reviewers have questioned this approach.
Is AIC values calculated with different link functions within the
binomial function in GLM comparable or can AIC values only be used to
compare models with the same link?
I believe my approach is valid if GLM can be expected to find the true
global ML estimate but I do not know if any approximations in the GLM
function change this.
Kind regards, Søren
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