Choosing a Link Function
- To choose a link function, it is helpful to
examine the distribution of values for the outcome variable. To
create a bar chart for Account status, from the menus choose:
Figure 1. Chart Builder - Select the Bar gallery and choose Simple Bar.
- In the Element Properties tab, select Percentage as the statistic in the Statistics group.
- Select Account status as the variable to plot on the category axis.
- Click OK.

The resulting bar chart shows the distribution for the account status categories. The bulk of cases are in the higher categories, especially categories 3 (payments current) and 5 (critical account). The higher categories are also where most of the "action" is, since the most important distinctions from a business perspective are between categories 3, 4, and 5. For this reason, you will begin with the complementary log-log link function, since that function focuses on the higher outcome categories. The high number of cases in the extreme category 5 (critical account) indicates that the Cauchit distribution might be a reasonable alternative.