Re: [R] using loglog link in VGAM or creating loglog link for GLM
On Sun, 2011-01-23 at 10:56 -0800, torbjore wrote: I think you guys make it more difficult than it has to be. Estimating probability of success with a loglog-link is equivalent to estimating probability of failure with a cloglog-link, so all you have to do is to change the response variable accordingly (and then you can interpret parameter estimates (or any contrasts in general) as hazard ratios)... Err, isn't that **exactly** what I said?! (May be the you guys wasn't aimed at me but there were only two responses in that thread, one of them from me... and you haven't quoted to what it was you were referring.) Though, I wish there was a loglog-link in glm and lmer so you wouldn't have to do this. You are, in effect, asking other people to maintain more code for you when you can easily alter the coding for the response. G -- %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Dr. Gavin Simpson [t] +44 (0)20 7679 0522 ECRC, UCL Geography, [f] +44 (0)20 7679 0565 Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/ UK. WC1E 6BT. [w] http://www.freshwaters.org.uk %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] using loglog link in VGAM or creating loglog link for GLM
I think you guys make it more difficult than it has to be. Estimating probability of success with a loglog-link is equivalent to estimating probability of failure with a cloglog-link, so all you have to do is to change the response variable accordingly (and then you can interpret parameter estimates (or any contrasts in general) as hazard ratios)... Though, I wish there was a loglog-link in glm and lmer so you wouldn't have to do this. -- View this message in context: http://r.789695.n4.nabble.com/using-loglog-link-in-VGAM-or-creating-loglog-link-for-GLM-tp898386p3232866.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] using loglog link in VGAM or creating loglog link for GLM
On Fri, 2009-08-21 at 18:27 -0400, Kendra Walker wrote: I am trying to figure out how to apply a loglog link to a binomial model (dichotomous response variable with far more zeros than ones). I am aware that there are several relevant posts on this list, but I am afraid I need a little more help. The two suggested approaches seem to be: 1) modify the make.link function in GLM, or 2) use the loglog or cloglog functions in the VGAM package. Below are my questions for each. Responses to either are much appreciated. I was looking at different link functions for binomial glms recently for the same reason as you (more zeros than ones). I did a bit of reading up on the various link functions and IIRC, you can use the cloglog link on your data, just turn your 0's into 1's and vice versa. This was stated in the one or two references I looked at as to why only one of cloglog and loglog links is often provided in software. HTH G 1) Modifying the make.link function: In his Sat, 24 Jan 2009 post, Re: [R] glm binomial loglog (NOT cloglog) link, William Simpson suggested a loglog={} insertion that seems reasonable. Being new to R, however, I am going in circles trying to figure out make this seemingly simple modification to the code. If anyone has the patience to step me through the process, or refer me to the relevant information, I would be very grateful. 2) Using the loglog function in VGAM: I tried fitting the model: m- vglm(Y~X, family=binomialff(link=loglog), data = d) but I get the following error? Error in lm.fit(X_vlm, z_vlm, ...) : NA/NaN/Inf in foreign function call (arg 4) In addition: Warning message:In log(log(theta)) : NaNs produced?. If I run the same model using cloglog as the link, I get a result that looks like the result I get using cloglog in GLM. This is a bad fit for my data, however, as I have many more zeros than ones. The help document for loglog states that NaNs are produced when theta is close to 1 unless earg is used. I am confused as to how to properly use the earg parameter (and why I do not need it for cloglog despite having many zeros), leading me to wonder whether the loglog link here is really what I think it is (the compliment of cloglog). Again, any insights as to what I am missing would be appreciated. Many thanks, Kendra Walker, School of Natural Resources and the Environment, University of Michigan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Dr. Gavin Simpson [t] +44 (0)20 7679 0522 ECRC, UCL Geography, [f] +44 (0)20 7679 0565 Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/ UK. WC1E 6BT. [w] http://www.freshwaters.org.uk %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] using loglog link in VGAM or creating loglog link for GLM
I am trying to figure out how to apply a loglog link to a binomial model (dichotomous response variable with far more zeros than ones). I am aware that there are several relevant posts on this list, but I am afraid I need a little more help. The two suggested approaches seem to be: 1) modify the make.link function in GLM, or 2) use the loglog or cloglog functions in the VGAM package. Below are my questions for each. Responses to either are much appreciated. 1) Modifying the make.link function: In his Sat, 24 Jan 2009 post, Re: [R] glm binomial loglog (NOT cloglog) link, William Simpson suggested a loglog={} insertion that seems reasonable. Being new to R, however, I am going in circles trying to figure out make this seemingly simple modification to the code. If anyone has the patience to step me through the process, or refer me to the relevant information, I would be very grateful. 2) Using the loglog function in VGAM: I tried fitting the model: m- vglm(Y~X, family=binomialff(link=loglog), data = d) but I get the following error? Error in lm.fit(X_vlm, z_vlm, ...) : NA/NaN/Inf in foreign function call (arg 4) In addition: Warning message:In log(log(theta)) : NaNs produced?. If I run the same model using cloglog as the link, I get a result that looks like the result I get using cloglog in GLM. This is a bad fit for my data, however, as I have many more zeros than ones. The help document for loglog states that NaNs are produced when theta is close to 1 unless earg is used. I am confused as to how to properly use the earg parameter (and why I do not need it for cloglog despite having many zeros), leading me to wonder whether the loglog link here is really what I think it is (the compliment of cloglog). Again, any insights as to what I am missing would be appreciated. Many thanks, Kendra Walker, School of Natural Resources and the Environment, University of Michigan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] using loglog link in VGAM or creating loglog link for GLM
Hi Kendra, I am trying to figure out how to apply a loglog link to a binomial model (dichotomous response variable with far more zeros than ones). If I were you I would look at ?zeroinfl in package pscl. Regards, Mark. Kendra Walker wrote: I am trying to figure out how to apply a loglog link to a binomial model (dichotomous response variable with far more zeros than ones). I am aware that there are several relevant posts on this list, but I am afraid I need a little more help. The two suggested approaches seem to be: 1) modify the make.link function in GLM, or 2) use the loglog or cloglog functions in the VGAM package. Below are my questions for each. Responses to either are much appreciated. 1) Modifying the make.link function: In his Sat, 24 Jan 2009 post, Re: [R] glm binomial loglog (NOT cloglog) link, William Simpson suggested a loglog={} insertion that seems reasonable. Being new to R, however, I am going in circles trying to figure out make this seemingly simple modification to the code. If anyone has the patience to step me through the process, or refer me to the relevant information, I would be very grateful. 2) Using the loglog function in VGAM: I tried fitting the model: m- vglm(Y~X, family=binomialff(link=loglog), data = d) but I get the following error? Error in lm.fit(X_vlm, z_vlm, ...) : NA/NaN/Inf in foreign function call (arg 4) In addition: Warning message:In log(log(theta)) : NaNs produced?. If I run the same model using cloglog as the link, I get a result that looks like the result I get using cloglog in GLM. This is a bad fit for my data, however, as I have many more zeros than ones. The help document for loglog states that NaNs are produced when theta is close to 1 unless earg is used. I am confused as to how to properly use the earg parameter (and why I do not need it for cloglog despite having many zeros), leading me to wonder whether the loglog link here is really what I think it is (the compliment of cloglog). Again, any insights as to what I am missing would be appreciated. Many thanks, Kendra Walker, School of Natural Resources and the Environment, University of Michigan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- View this message in context: http://www.nabble.com/using-loglog-link-in-VGAM-or-creating-loglog-link-for-GLM-tp25091476p25096521.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.