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2007 Dec 19
0
scale estimation for Gamma distribution
Hey,
I make a regression for Gamma distribution with log link, in R and in SAS.
In R, the dispersion is estimated by
\phi=Deviance/(#_of_observations),
In SAS, there are two options:
\phi=Deviance/(#_of_observations-#_of_params) or
\phi=Pearson/(#_of_observations-#_of_params).
I understand that SAS formulae are correct, however, the coefficients,
obtained by R and by the first version of SAS, are equal, and the difference
is only in standard e...