Composite Link Functions in Generalized Linear Models

SUMMARY In generalized linear models each observation is linked with a predicted value based on a linear function of some systematic effects. We sometimes require to link each observation with a linear function of more than one predicted value. We embed such models into the generalized linear model framework using composite link functions. The computer program GLIM-3 can be used to fit these models. Illustrative examples are given including a mixed-up contingency table and grouped normal data.