process_link: Extract likelihood from link function

In zq00/glmhd: Estimates the inflation and variance of the MLE from a high-dimensional GLM

Extract likelihood from link function

Description

This function returns success probability and derivatives of the log-likelihood for commonly used link function in the GLM binary family.

Usage

process_link(glm_family)

Arguments

glm_family

A glm familly object for binomial family. It should have an element called link.

Value

A list with three elements

rho_prime

A function that computes the success probabily \rho'(t) = \mathrm{P}(Y=1|X^\top \beta = t).

f_prime1

Derivative of the negative log-likelihood when Y=1

f_prime0

Derivative of the negative log-likelihood when Y=0

Examples

## Not run: 
process_link(binomial(link = "cloglog"))

## End(Not run)

zq00/glmhd documentation built on April 7, 2023, 7:45 a.m.