Specifics: The summary function says that my fitted GLM has a dispersion
parameter=15.8. On the other hand, the gamma.dispersion function (MASS)
says that the GLM uses a dispersion parameter of 1.86. I could understand
some modest difference, as the help for gamma.shape() says that the MASS
functions return a more accurate dispersion value than summary(). However,
these two numbers differ by a factor of 8, which is quite a lot. Is this
normal? Would you folks expect such a large difference? Which value should
I trust?
R terminal excerpt:
Call:
glm(formula = precip_sbi ~ precip_oxx + precip_oxx_sq, family = Gamma(link
= identity),
data = w.combo, start = c(0.1, 0.4, 0.02))
Deviance Residuals:
Min 1Q Median 3Q Max
-2.99999 -1.63183 -1.00720 0.04878 8.93461
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.09236 0.04834 1.911 0.0583 .
precip_oxx 0.26848 0.35891 0.748 0.4558
precip_oxx_sq 0.05138 0.13418 0.383 0.7024
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
(Dispersion parameter for Gamma family taken to be 15.78978)
Null deviance: 528.73 on 130 degrees of freedom
Residual deviance: 305.81 on 128 degrees of freedom
AIC: -100.33
Number of Fisher Scoring iterations: 5
library(MASS)
gamma.shape(tempglm_g2)
Alpha: 0.53807358
SE: 0.05526108
gamma.dispersion(tempglm_g2)