[R] dispersion for the inverse.gaussian family
alex pegucci
alexpegucci at yahoo.com
Thu Aug 5 03:52:12 CEST 2004
Dear all,
I am trying to get a more accurate estimate of the dispersion parameter
of the inverse.gaussian family in a glm model. The one provided by the
summary.glm looks like only a rough estimate, when you calculate the
individual likelihoods and sum them using the dispersion reported by
summary.glm, it can get quite different from the reported
log-likelihood value. As discussed in a previous thread, for the Gamma
family, there is gamma.shape function that does this more accurately.
Is there a counterpart function that calculates ML estimator of the
dispersion for the inverse.gaussian family?
Thanks,
Alex Pegucci
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