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JenniNiku / gllvm

Generalized Linear Latent Variable Models
https://jenniniku.github.io/gllvm/
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Include cloglog as a link function for binomial models #87

Open stouffer opened 1 year ago

stouffer commented 1 year ago

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

JenniNiku commented 1 year ago

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.