[R] glm gamma scale parameter

[Prof Brian Ripley]

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
>
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>

-- 
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)
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