[R] scale estimation for Gamma distribution

lubaroz tutanga at gmail.com
Wed Dec 19 11:24:25 CET 2007


Hey,
I make a regression for Gamma distribution with log link, in R and in SAS.
In R, the dispersion is estimated by 
\phi=Deviance/(#_of_observations),
In SAS, there are two options: 
\phi=Deviance/(#_of_observations-#_of_params) or
\phi=Pearson/(#_of_observations-#_of_params).

I understand that SAS formulae are correct, however, the coefficients,
obtained by R and by the first version of SAS, are equal, and the difference
is only in standard errors of betas.
Could anyone explain me the phenomenon? Maybe, there is smth. about the
Gamma distribution?
-- 
View this message in context: http://www.nabble.com/scale-estimation-for-Gamma-distribution-tp14414551p14414551.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list