Just for the record -- NEWS for 2.1.0 includes:
o binomial() has a new "cauchit" link (suggested by Roger Koenker).
the MASS polr for ordered response is also now adapted for the Cauchit case.
url: www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820
On Feb 7, 2005, at 7:01 AM, (Ted Harding) wrote:
On 07-Feb-05 [EMAIL PROTECTED] wrote:
Help needed with lm function:
Dear R's, Could anyone tell me how to replace the link function (probit logit, loglog etc.) in lm with an abitrary user-defined function? The task is to perform ML Estimation of betas for a dichotome target variable.
Maybe there is already a package for this (I did not find one). Any hints or a code excerpt would be welcome! Thank you -Jeff
I asked a similar question last year (2 April 2004) since I wanted a "cauchy" link in a binary response model (the data suggested heavy tails). I thought in the first place that I saw a fairly straightforward way to do it, but Brian Ripley's informed response put me off, once I had looked into the details of what would be involved (his reply which includes my original mail follows):
# On Fri, 2 Apr 2004 [EMAIL PROTECTED] wrote: # # > I am interested in extending the repertoire of link functions # > in glm(Y~X, family=binomial(link=...)) to include a "tan" link: # > # > eta = (4/pi)*tan(mu) # > # > i.e. this link bears the same relation to the Cauchy distribution # > as the probit link bears to the Gaussian. I'm interested in sage # > advice about this from people who know their way aroung glm. # > # > From the surface, it looks as though it might just be a matter # > of re-writing 'make.link' in the obvious sort of way so as to # > incorporate "tan", but I fear traps ... # # How are you going to do that? If you edit make.link and have your # own local copy, the namespace scoping will ensure that the system # copy gets used, and the code in binomial() will ensure that even # that does not get called except for the pre-coded list of links. # # > What am I missing? # # You need a local, modified, copy of binomial, too, AFAICS.
As I say, the implied details put me off for a while, but in this particular case Thomas W Yee came up with a ready-made solution (23 April 2004):
# my VGAM package at www.stat.auckland.ac.nz/~yee # now has the tan link for binomialff(). # It is tan(pi*(mu-0.5)).
(See his full mail in the R-help archives for April 2004 for several important details regarding this implementation).
So: it would seem to be quite possible to write yor own link function, but it would take quite a bit of work and would involves re-writing at least the codes for 'make.link' and for 'binomial', and being careful about how you use them.
Hoping this helps, Ted.
-------------------------------------------------------------------- E-Mail: (Ted Harding) <[EMAIL PROTECTED]> Fax-to-email: +44 (0)870 094 0861 Date: 07-Feb-05 Time: 12:57:07 ------------------------------ XFMail ------------------------------
______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
