Re: [R] Estimation of Dispersion parameter in GLM for Gamma Dist.

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sat, 26 May 2007 05:58:21 +0100 (BST)

This is discussed in the book the MASS package (sic) supports, and/or its online material (depending on the edition).

On Fri, 25 May 2007, fredrik odegaard wrote:

> Hi All,
> could someone shed some light on what the difference between the
> estimated dispersion parameter that is supplied with the GLM function
> and the one that the 'gamma.dispersion( )' function in the MASS
> library gives? And is there consensus for which estimated value to
> use?
>
>
> It seems that the dispersion parameter that comes with the summary
> command for a GLM with a Gamma dist. is close to (but not exactly):
> Pearson Chi-Sq./d.f.

Sometimes close to, but by no means always. Again, discussed in MASS.

> While the dispersion parameter from the MASS library
> ('gamma.dispersion ( )' ) is close to the approximation given in
> McCullagh&Nelder (p.291):
> Res.Dev./n*(6+Res.Dev./n) / (6 + 2*Res.Dev./n)
>
> (Since it is only an approximation it seems reasonable that they are
> not exactly alike.)
>
>
> Many thanks,
> Fredrik
>
> ______________________________________________
> 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

______________________________________________
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.
Received on Sat 26 May 2007 - 05:08:36 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Sat 26 May 2007 - 10:31:09 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.