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2010 May 30
1
Gamma regression doesn't converge
When I ran a Gamma regression in SAS, the algorithm converged. When I ran it
in R, it keeps uncoverged even if I used 10000 iterations. What was wrong?
I used the following code in R:
glm(y ~ x1 x2 x3, control=glm.control(maxit=10000), data,
family=Gamma(link="log"))
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