This is discussed in the book the MASS package (sic) supports, and/or its online material (depending on the edition).
On Fri, 25 May 2007, fredrik odegaard wrote: > 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. Sometimes close to, but by no means always. Again, discussed in MASS. > 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 > > ______________________________________________ > R-help@stat.math.ethz.ch 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 ______________________________________________ R-help@stat.math.ethz.ch 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.