I think you mean 'shape parameter'. If so, see the MASS package and
?gamma.shape.
glm() _is_ providing you with the MLE of the scale parameter, but really
no estimate of the shape (although summary.glm makes use of one).
On Tue, 6 Feb 2007, WILLIE, JILL wrote:
> I would like the option to specify alternative scale parameters when
> using the gamma family, log link glm. In particular I would like the
> option to specify any of the following:
>
> 1. maximum likelihood estimate
> 2. moment estimator/Pearson's
> 3. total deviance estimator
>
> Is this easy? Possible?
>
> In addition, I would like to know what estimation process (maximum
> likelihood?) R is using to estimate the parameter if somebody knows that
> off the top of their head or can point me to something to read?
>
> I did read the help & search the archives but I'm a bit confused
trying
> to reconcile the terminology I'm used to w/R terminology as we're
> transitioning to R, so if I missed an obvious way to do this, or stated
> this question in a way that's incomprehensible, my apologies.
>
> Jill Willie
> Open Seas
> Safeco Insurance
> jilwil at safeco.com
>
> ______________________________________________
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
Brian D. Ripley, ripley at stats.ox.ac.uk
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