Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu May 17 11:42:36 CEST 2001
On Thu, 17 May 2001, Sebastien Ollier wrote:
> I need to fit a generalized linear model with a Chi2 (6 ddl) as error
distribution and with "log" as link function. I have looked in help(family) and
maybe I could use Gamma(link="log") but I do not know if I can, and where I can
define the shape and the scale arguments of the gamma distribution. Maybe there
is another may to do that?
> Could someone explain me how can I fit a glm with :
> -error distribution : Chi2 (6 ddl)
> -link function : log
Easy. Fit it with glm(family=Gamma) and where needed (summary, predict)
specify the dispersion. Now I don't know what a `Chi2 (6 ddl)' means:
perhaps a chi-squared on 6 df? If so that is gamma with shape a=3, and
for a Gamma family that is dispersion 1/a (since the coefficient of
variation is a*s^2/(a*s)^2, in the terminology of ?dgamma).
However, I always check the details in an example, and in particular
check that the estimated dispersion is near what I calculate.
The scale is specified via the mean, and that's what a GLM models.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
More information about the R-help