[R] User defined link function with extra parameters

Bernardo Powaga bspowaga at gmail.com
Thu Mar 1 06:52:40 CET 2012

Hello R users,

I would like to fit a generalized linear model for the binomial family 
with some non standard link functions. For instance, this is the 
Aranda-Ordaz link:

η = ln( ( (1 - π)^-α - 1 )/α)

I know how to define a new link function to use with glm(), but I my 
problem is that I have an extra parameter to estimate and I have no clue 
how to incorporate that. Is there any way to tell glm() to add this 
parameter in the estimation or do I have to write my own estimator with 



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