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