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Complementary log-log link (cloglog(p)=ln[−ln(1−p)])

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Generalized linear model Link function
2026-10-20  0 By others on same topic  0 Discussions Create my own version
The complementary log-log link maps p∈(0,1) to ln[−ln(1−p)], with inverse p=1−exp(−eη). For constant infection hazard λ and exposure e, p=1−e−λe implies cloglog(p)=lnλ+lne. Thus a binomial regression with a log-exposure offset estimates the log hazard as its intercept.

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  • Complementary log-log link
  • Past exam of the mathematical and Computational Biology course of the University of Cambridge / 2025 / Paper 2 / 4 / b / Solution

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