[R] Goodness-of-fit of GLM for Gamma Distribution
fodegaar at gmail.com
Thu Oct 11 17:26:56 CEST 2007
could someone please shed some light on the proper goodness-of-fit
analysis for the GLM output based on Gamma distributions with the
My objective is to test the goodness-of-fit for the final model (and
not the comparison of nested models).
In particular, should the 'Residual Deviance' be compared with the
Chi-Square distribution, or should the 'Scaled Residual Deviance',
i.e. the Residual Deviance divided by the dispersion estimator, be
compared with the Chi-Square distribution. Or alternatively, using
(7.10) in Venables&Ripley (p.187 MASS 4th) and compare the scaled
residual deviance with the appropriate F distribution. Below I have
included a sample output from one model. And my concern is if the
residual deviance should be divided by the dispersion parameter.
Many thanks for any insight or comments.
Null Deviance: 357.12 on 394 d.f.
Residual Deviance: 333.51 on 391 d.f.
Dispersion parameter: .5551945
Pearson X^2: 217.0827
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