Hello! When I estimate a glm gamma model using the canonical link (inverse), I get the opposite signs on almost all coefficients compared to the same model (i.e. with the same linear predictor) estimated using other suitable links (log, logit).
What confuses me is that most of sources quote the canonical link for the gamma model as 1/mu, but some quote -1/mu! For example: http://support.sas.com/rnd/app/da/new/802ce/stat/chap5/sect19.htm Which is the correct link, and can this explain the sign-flips I get in my models? Thank you very much for your help / advice! Serguei ______________________________________________ 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.
