make link argument in Family._setlink more flexible

Bug #422327 reported by joep
6
This bug affects 1 person
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statsmodels
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Bug Description

setlink checks for class instance, both in general and for specific instances and raises a ValueError

if not isinstance(link, L.Link):
 validlink = link in self.links

especially this includes the use of Power with different values (reported by PierreGM)

Proposal:

convert Exception to warning: since it's up to the user to decide which links to use, using the "wrong" links might not make much statistical sence but shouldn't break the functioning of the model.

make check for specific links by __name__ attribute

allow for user specified links, not just links that are derived from the predefined links, e.g. extension to BoxCox transformation.

Tags: glm
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