Complementary log regression for generalized linear models

Research output: Contribution to journalArticlepeer-review

32 Scopus citations

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 languageEnglish (US)
Pages (from-to)94-99
Number of pages6
JournalAmerican Statistician
Volume46
Issue number2
DOIs
StatePublished - May 1992
Externally publishedYes

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

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