On Wed, 23 Jul 2008, silvia narduzzi wrote:
Dear R users,
I use the glm() function to fit a generalized linear model with gamma distribution function and log link. I have read in the help page that the default method used by R is "glm.fit" (iteratively reweighted least squares, IWLS). Is it possible to use maximum likelihood method?
IRLS does implement maximum likelihood for the coefficients of the linear predictor. glm() does not estimate the gamma shape (summary.glm does, though), and MASS (the book and packages) discusses how to find the MLE of the shape.
See library(MASS) ?gamma.shape
Silvia Narduzzi Dipartimento di Epidemiologia ASL RM E Via di S. Costanza, 53 00198 Roma Tel +39 06 83060461 Mail [EMAIL PROTECTED]
-- 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@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.
