rstanarm
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rstanarm does not support all link functions supported by glm{er}
Summary:
Some link functions that are valid for glm, glmer, etc. are not supported by their stan_ counterparts
Description:
?family says for its link argument that
a specification for the model link function. This can be a name/expression, a literal character string, a length- character vector, or an object of class ‘"link-glm"’ (such as generated by ‘make.link’) provided it is not specified via one of the standard names given next ...
The rstanarm package only implements "standard" link functions for a particular family, such as "identity", "log", and "inverse" for gaussian. But gaussian(link = "cloglog") is valid with glm, glmer, etc. because gaussian calls make.link("cloglog") which is among its valid inputs:
‘"logit"’, ‘"probit"’, ‘"cauchit"’, ‘"cloglog"’, ‘"identity"’, ‘"log"’, ‘"sqrt"’, ‘"1/mu^2"’, ‘"inverse"’
Reproducible Steps:
rstanarm::stan_glm(..., family = gaussian(link = "cloglog")) # Terry Therneau pointed this out to me
RStanARM Version:
All of them have this issue, but I am using 2.26.x
R Version:
R 4.4 at least but probably all of them
Operating System:
Does not matter