In the help of the glm command in R, I read
the binomial family the links logit, probit, cauchit, (corresponding to logistic, normal and Cauchy CDFs respectively) log and cloglog
(complementary log-log)
What are the difference between the "normal", Cauchy, log, cloglog models? When should I use them? Are these ONLY referring to different the error models? Anyone can provide Examples or recommendation to prefer one over the other?
