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seabold
2009 Jul 15
1
GLM Gamma Family logLik formula?
Hello all,
I was wondering if someone can enlighten me as to the difference
between the logLik in R vis-a-vis Stata for a GLM model with the gamma
family.
Stata calculates the loglikelihood of the model as (in R notation)
some equivalent function of
-1/scale * sum(Y/mu+log(mu)+(scale-1)*log(Y)+log(scale)+scale*lgamma(1/scale))
where scale (or dispersion) = 1, Y = the response variable, and mu