粕谷 英一 <ekasuscb <at> kyushu-u.org> writes:
> Which test is most appropriate in glm when the family is Gamma? > In the help page of anova.glm, I found the following “For models > with known dispersion (e.g., binomial and Poisson fits) the > chi-squared test is most appropriate, and for those with dispersion > estimated by moments (e.g., gaussian, quasibinomial and quasipoisson > fits) the F test is most appropriate.” > My questions : > (1)When the family is Gamma, is F-test most appropriate? > or chi-square-test? or another? F is most appropriate. In the base glm function, I believe that the dispersion parameter is indeed estimated by moments (there is a gamma.shape() function in MASS that refines the estimate via MLE). > (2)Aside from the tests made by anova.glm, there are other tests > (e.g. Wald and score). Are they ( or one of them) more appropriate > when the family is Gamma? Wald test would probably be less accurate (you get Wald t tests on the individual parameters from summary(), you could get Wald F tests on factors from car::Anova) ; score test is fairly rarely implemented in R, as far as I can tell ... ______________________________________________ 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.
