[R] glm

Jim Lindsey
Tue, 01 Feb 2000 07:55:27 -0000

> 4. I don't think AIC is stricly correct. My understanding of AIC is
that
> it is the log likelihood maximised over all the parameters, including
> the dispersion parameter. Now the problem is that the mle of the
> dispersion parameter for the gamma family (and the exponential family in
> general) is really awkward - I think it has to be found by interative
> methods, using the derivative of the gamma function - I see from a print
> of Gamma that you are using dev/n, but I don't think this is the
mle....

Yes you are right. I chose this only as a reasonable approximation for the
gamma and inverse Gaussian distributions. If you want the exact AIC,
you can get it from the gnlr function in my gnlm library.
  Jim