[R] Identity link in tweedie

[Peter Dunn]

Cristina

> I'm using the tweedie distribution package and I cant figure out
> how to run a model using an identity link. I know I can use a log
> link by having link.power=0 and I think identity would be
> link.power=1, but I'm not sure. 

Yes, that is correct.

> Furthermore when I try running it 
> with link.power=1 it requires starting values which I cant manage
> to give appropriately 

Without any code to see, I will guess at what is happening.  The 
trouble with using an identity link is that the predicted means, 
say mu, may be negative, where as the Tweedie distributions have mu 
greater than zero.  In using the identity link, you may be asking R 
to fit the impossible.

Perhaps the question you need to ask is this:  Why do you need an 
identity link?

P.

-- 
Dr Peter Dunn  |  dunn <at> usq.edu.au
Faculty of Sciences, USQ; http://www.sci.usq.edu.au/staff/dunn
Aust. Centre for Sustainable Catchments: www.usq.edu.au/acsc

This email (including any attached files) is confidentia...{{dropped:15}}