Include cloglog as a link function for binomial models

Question

Include cloglog as a link function for binomial models

stouffer opened this issue 2 years ago · 1 comments

Have you considered the possibility of adding complementary log-log (cloglog) as a link function for the binomial family?

Answer 1 · 2023-03-13T08:01:59.000Z

Hi, that could be quite easy to implement with Laplace approximation, so it's possible. We have tried to implement it with VA/EVA methods, but it was numerically quite unstable for some reason, so that version is more unlikely currently.