Gamma regression with a log-link
Gamma regression with a log-link.
gammareg(y, x, tol = 1e-07, maxiters = 100)
y |
The dependent variable, a numerical variable with non negative numbers. |
x |
A matrix or data.frame with the indendent variables. |
tol |
The tolerance value to terminate the Newton-Raphson algorithm. |
maxiters |
The maximum number of iterations that can take place in the regression. |
The gamma.reg fits a Gamma regression with a log-link. The gamma.con fits a Gamma regression with a log link with the intercept only ( glm(y ~ 1, Gamma(log) ) ).
A list including:
iters |
The number of iterations required by the newton-Raphson. |
deviance |
The deviance value. |
phi |
The dispersion parameter (φ) of the regression. This is necessary if you want to perform an F hypothesis test for the significance of one or more independent variables. |
be |
The regression coefficient(s). |
Michail Tsagris
R implementation and documentation: Stefanos Fafalios stefanosfafalios@gmail.com and Michail Tsagris mtsagris@uoc.gr
McCullagh, Peter, and John A. Nelder. Generalized linear models. CRC press, USA, 2nd edition, 1989.
y <- rgamma(100, 3, 4) x <- matrix( rnorm(100 * 2), ncol = 2) m1 <- glm(y ~ x, family = Gamma(log) ) m2 <- gammareg(y, x)
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