jlindsey at alpha.luc.ac.be
Tue Feb 1 08:55:27 CET 2000
> 4. I don't think AIC is stricly correct. My understanding of AIC is that
> it is the log likelihood maximised over all the parameters, including
> the dispersion parameter. Now the problem is that the mle of the
> dispersion parameter for the gamma family (and the exponential family in
> general) is really awkward - I think it has to be found by interative
> methods, using the derivative of the gamma function - I see from a print
> of Gamma that you are using dev/n, but I don't think this is the mle....
Yes you are right. I chose this only as a reasonable approximation for the
gamma and inverse Gaussian distributions. If you want the exact AIC,
you can get it from the gnlr function in my gnlm library.
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