| gamma.shape {MASS} | R Documentation |
Find the maximum likelihood estimate of the shape parameter of
the gamma distribution after fitting a Gamma generalized
linear model.
## S3 method for class 'glm':
gamma.shape(object, it.lim = 10,
eps.max = .Machine$double.eps^0.25, verbose = FALSE, ...)
object |
Fitted model object from a Gamma family or quasi family with
variance = "mu^2".
|
it.lim |
Upper limit on the number of iterations. |
eps.max |
Maximum discrepancy between approximations for the iteration process to continue. |
verbose |
If TRUE, causes successive iterations to be printed out. The
initial estimate is taken from the deviance.
|
... |
further arguments passed to or from other methods. |
A glm fit for a Gamma family correctly calculates the maximum likelihood estimate of the mean parameters but provides only a crude estimate of the dispersion parameter. This function takes the results of the glm fit and solves the maximum likelihood equation for the reciprocal of the dispersion parameter, which is usually called the shape (or exponent) parameter.
List of two components
alpha |
the maximum likelihood estimate |
SE |
the approximate standard error, the square-root of the reciprocal of the observed information. |
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
clotting <- data.frame(
u = c(5,10,15,20,30,40,60,80,100),
lot1 = c(118,58,42,35,27,25,21,19,18),
lot2 = c(69,35,26,21,18,16,13,12,12))
clot1 <- glm(lot1 ~ log(u), data = clotting, family = Gamma)
gamma.shape(clot1)
## Not run:
Alpha: 538.13
SE: 253.60
## End(Not run)
gm <- glm(Days + 0.1 ~ Age*Eth*Sex*Lrn,
quasi(link=log, variance="mu^2"), quine, start = rep(0,32))
gamma.shape(gm, verbose = TRUE)
## Not run:
Initial estimate: 1.0603
Iter. 1 Alpha: 1.23840774338543
Iter. 2 Alpha: 1.27699745778205
Iter. 3 Alpha: 1.27834332265501
Iter. 4 Alpha: 1.27834485787226
Alpha: 1.27834
SE: 0.13452
## End(Not run)
summary(gm, dispersion = gamma.dispersion(gm)) # better summary