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LinkFunction

LinkFunction
is an option for GeneralizedLinearModelFit that specifies the link function for the generalized linear model.
MORE INFORMATION
  • The link function is an invertible function in the generalized linear model .
Automaticautomatically determined
"name"named link function
ginvertible function
  • The canonical link functions are as follows:
"LogitLink"used for "Binomial"
"ReciprocalLink"used for "Gamma"
"IdentityLink"used for "Gaussian"
"InverseSquareLink"used for "InverseGaussian"
"LogLink"used for "Poisson"
  • For models, is used by default.
  • Other common link functions for binomial data include:
"ProbitLink"
"CauchitLink"
"LogLogLink"
"LogComplementLink"
"ComplementaryLogLogLink"
"OddsPowerLink"
  • Other common link functions for count data include:
"NegativeBinomialLink"
  • Other common link functions for positive real-valued data include:
"PowerLink"
  • For , , and , the additional parameter can be given by LinkFunction. The parameter can be any real value for and and any positive value for .
  • With setting LinkFunction->g, g can be any pure function that is real-valued and invertible on the response domain for the model.
EXAMPLESCLOSE ALL
Basic Examples   (1)
Fit a Poisson model with canonical Log link:
Use a named link:
Use a pure function for a shifted Sqrt link:
In[1]:=
Click for copyable input
Fit a Poisson model with canonical Log link:
In[2]:=
Click for copyable input
Out[2]=
Use a named link:
In[3]:=
Click for copyable input
Out[3]=
Use a pure function for a shifted Sqrt link:
In[4]:=
Click for copyable input
Out[4]=
New in 7
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