A New Family of Parametric Links for Binomial Generalized Linear Models

Abstract

In a generalized linear model with binary response, the role of a link function is important to find a model that fits data well. Aranda-Ordaz (1981) proposed a family of link functions that includes a logistic link function and a complementary log-log function. In this paper, we propose a new family of models on the basis of a family of link functions by extending the family proposed by Aranda-Ordaz (1981). We also consider tests to determine whether the new model fits data well. Examples of artificial and real data showing that our new model is more appropriate than the Aranda-Ordaz model are presented.