Hey, I make a regression for Gamma distribution with log link, in R and in SAS. In R, the dispersion is estimated by \phi=Deviance/(#_of_observations), In SAS, there are two options: \phi=Deviance/(#_of_observations-#_of_params) or \phi=Pearson/(#_of_observations-#_of_params).
I understand that SAS formulae are correct, however, the coefficients, obtained by R and by the first version of SAS, are equal, and the difference is only in standard errors of betas. Could anyone explain me the phenomenon? Maybe, there is smth. about the Gamma distribution? -- View this message in context: http://www.nabble.com/scale-estimation-for-Gamma-distribution-tp14414551p14414551.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org 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.
