Flexible cloglog links for binomial regression models as an alternative for imbalanced medical data

The complementary log‐log link was originally introduced in 1922 to R. A. Fisher, long before the logit and probit links. While the last two links are symmetric, the complementary log‐log link is an asymmetrical link without a parameter associated with it. Several asymmetrical links with an extra parameter were proposed in the literature over last few years to deal with imbalanced data in binomial regression (when one of the classes is much smaller than the other); however, these do not necessarily have the cloglog link as a special case, with the exception of the link based on the generalized extreme value distribution. In this paper, we introduce flexible cloglog links for modeling binomial regression models that include an extra parameter associated with the link that explains some unbalancing for binomial outcomes. For all cases, the cloglog is a special case or the reciprocal version loglog link is obtained. A Bayesian Markov chain Monte Carlo inference approach is developed. Simulations study to evaluate the performance of the proposed algorithm is conducted and prior sensitivity analysis for the extra parameter shows that a uniform prior is the most convenient for all models. Additionally, two applications in medical data (age at menarche and pulmonary infection) illustrate the advantages of the proposed models.