[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?
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