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2002 Apr 22
3
glm() function not finding the maximum
Hello,
I have found a problem with using the glm function with a gamma
family.
I have a vector of data, assumed to be generated by a gamma distribution.
The parameters of this gamma distribution are estimated in two ways (i)
using the glm() function, (ii) "by hand", using the optim() function.
I find that the -2*likelihood at the maximum found by (i) is substantially
larger than that