Abstract
Use and implementation of the complementary log regression model are discussed, integrating various separate applications of the model under the form of a generalized linear model. Some motivation is drawn from cases where an underlying random variable is reduced to a dichotomous form. Estimation and testing are facilitated by recognizing the complementary log as a specific link function within a generalized linear framework. Testing for goodness of link via efficient scores is also discussed.
Original language | English (US) |
---|---|
Pages (from-to) | 94-99 |
Number of pages | 6 |
Journal | American Statistician |
Volume | 46 |
Issue number | 2 |
DOIs | |
State | Published - May 1992 |
Externally published | Yes |
Keywords
- Binomial model
- Data truncation
- Extended link family
- Goodness-of-link testing
- Logistic regression
- Nonlinear regression
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty