title: Fitting of GLM with statsmodels
body: <p>Python's <code>statsmodels</code> module offers a set of methods to estimate <code>GLM</code> as illustrated in <a href="https://www.statsmodels.org/devel/examples/notebooks/generated/glm.html" rel="nofollow noreferrer">https://www.statsmodels.org/devel/examples/notebooks/generated/glm.html</a></p>
  <p>e.g.</p>
  <pre><code>glm_binom = sm.GLM(data.endog, data.exog, family=sm.families.Binomial())
  </code></pre>
  <p>What is the link function in above example? Is it <code>logit</code> link? How can I use other link like <code>loglog</code>?</p>
  <p>I tried below without any success</p>
  <pre><code>glm_binom = sm.GLM(data.endog, data.exog, family=sm.families.Binomial(link = 'loglog'))
  </code></pre>
  <p>Any pointer will be very helpful</p>