[R] gamma regression (Zelig package)

soetzel oetzel at wiwi.uni-frankfurt.de
Thu Feb 12 14:07:07 CET 2009


I want to estimate to regressions. First I want to estimate simple OLS.
Since my dependent variable looks like a gamma distribution I want to
estimate a gamme regression with the "zelig" package.

But, I have some problems with the interpretation of the estimated

In the OLS the estimated coefficient is negative.

In the gamma regression the estimated coefficient is positive.

What is the interpretation of the estimated parameters within a gamma

Regards Sebastian
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