[R] Canonical link for the GLM gamma model
Serguei.Kaniovski at wifo.ac.at
Wed Aug 19 12:53:26 CEST 2009
When I estimate a glm gamma model using the canonical link (inverse), I
get the opposite signs on almost all coefficients compared to the same
model (i.e. with the same linear predictor) estimated using other suitable
links (log, logit).
What confuses me is that most of sources quote the canonical link for the
gamma model as 1/mu, but some quote -1/mu!
Which is the correct link, and can this explain the sign-flips I get in my
Thank you very much for your help / advice!
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