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accuracy of GLM dispersion parameters

<Timothy_Handley <at> nps.gov> writes:
[snip]
I would trust the gamma.dispersion() result more, although I
agree that the difference is worrisome.  The way to look at this
further would be to profile the dispersion parameter.  As I recall
there isn't such a built in option in MASS (profile.glm only
profiles the coefficients), but you may be able to do it
*approximately* like this:

library(bbmle)
m1 <- mle2(precip_sbi ~ dgamma(shape=a,scale=mu/a),
   parameters=list(mu~precip_oxx+precip_oxx_sq),
   data=w.combo, start=list(mu=0.1,a=2))
p1 <- profile(m1)
plot(p1)