On Tue, 6 Feb 2007, Prof Brian Ripley wrote: > I think you mean 'shape parameter'. If so, see the MASS package and > ?gamma.shape.
Also http://www.stats.ox.ac.uk/pub/MASS4/#Complements leads to several pages of discussion. > > 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 >> [EMAIL PROTECTED] >> >> ______________________________________________ >> [email protected] mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
