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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