[R] Estimation of Dispersion parameter in GLM for Gamma Dist.

[fredrik odegaard]

Hi All,
could someone shed some light on what the difference between the
estimated dispersion parameter that is supplied with the GLM function
and the one that the 'gamma.dispersion( )' function in the MASS
library gives? And is there consensus for which estimated value to
use?


It seems that the dispersion parameter that comes with the summary
command for a GLM with a Gamma dist. is close to (but not exactly):
Pearson Chi-Sq./d.f.

While the dispersion parameter from the MASS library
('gamma.dispersion ( )' ) is close to the approximation given in
McCullagh&Nelder (p.291):
Res.Dev./n*(6+Res.Dev./n) / (6 + 2*Res.Dev./n)

(Since it is only an approximation it seems reasonable that they are
not exactly alike.)


Many thanks,
Fredrik