GLM in R – How to Specify a Lognormal Distribution in the Family Argument

distributionsgeneralized linear modellognormal distributionr

Simple question: How to specify a lognormal distribution in the GLM family argument in R?
I could not find how this can be achieved. Why is lognormal (or exponential) not an option in the family argument?

Somewhere in the R-Archives I read that one simply has to use the log-link for the family set to gaussian in the GLM, in order to specify a lognormal. However, this is nonsense because this will fit a non-linear regression and R starts asking for starting values.

Is anybody aware how to set a lognormal (or exponential) distribution for a GLM?

Best Answer

The gamlss package allows you to fit generalized additive models with both lognormal and exponential distributions, and a bunch of others, with some variety in link functions and using, if you wish, semi- or non-parametric models based on penalized splines. It's got some papers published on the algorithms used and documentation and examples linked to the site I've linked to.