[R] glm gamma scale parameter

Prof Brian Ripley ripley at stats.ox.ac.uk
Tue Feb 6 21:24:45 CET 2007


On Tue, 6 Feb 2007, Prof Brian Ripley wrote:

> I think you mean 'shape parameter'.  If so, see the MASS package and 
> ?gamma.shape.

Also http://www.stats.ox.ac.uk/pub/MASS4/#Complements
leads to several pages of discussion.

>
> glm() _is_ providing you with the MLE of the scale parameter, but really no 
> estimate of the shape (although summary.glm makes use of one).
>
>
> On Tue, 6 Feb 2007, WILLIE, JILL wrote:
>
>> I would like the option to specify alternative scale parameters when
>> using the gamma family, log link glm.  In particular I would like the
>> option to specify any of the following:
>> 
>> 1.  maximum likelihood estimate
>> 2.  moment estimator/Pearson's
>> 3.  total deviance estimator
>> 
>> Is this easy?  Possible?
>> 
>> In addition, I would like to know what estimation process (maximum
>> likelihood?) R is using to estimate the parameter if somebody knows that
>> off the top of their head or can point me to something to read?
>> 
>> I did read the help & search the archives but I'm a bit confused trying
>> to reconcile the terminology I'm used to w/R terminology as we're
>> transitioning to R, so if I missed an obvious way to do this, or stated
>> this question in a way that's incomprehensible, my apologies.
>> 
>> Jill Willie
>> Open Seas
>> Safeco Insurance
>> jilwil at safeco.com
>> 
>> ______________________________________________
>> R-help at stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide 
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>> 
>
>

-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595



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