similar to: Estimate new values from GLM (familiy=Gamma)

Displaying 20 results from an estimated 10000 matches similar to: "Estimate new values from GLM (familiy=Gamma)"

2007 Jun 16
1
GLM dist Gamma-links identity and inverse
Dear users; I am doing GLMs with the Gamma distribution, and I always get errors ("no valid set of coefficients: please supply starting values") or warnings ("NaNs produced in log(x)") when I use the links identity or inverse, but I donĀ“t get them if I use the log link. For example: >
2008 Dec 09
1
glm error message when using family Gamma(link="inverse")
R 2.5 windows XP I am getting an error from glm() that I don't understand. Any help or suggestions would be appreciated. N.B. 1<=AAMTCAREJ<=327900 > summary(data$AAMTCAREJ) Min. 1st Qu. Median Mean 3rd Qu. Max. 1.0 404.3 1430.0 6567.0 5457.0 327900.0 > fitglm<-glm(AAMTCAREJ~sexcat+H_AGE+SmokeCat+InsuranceCat+MedicadeCat+ +
2011 Jan 07
0
Fitting an Inverse Gamma Distribution to Survey Data
Hello, I've been attempting to fit the data below with an inverse gamma distribution. The reason for this is outside proprietary software (@Risk) kicked back a Pearson5 (inverse gamma) as the best fitting distribution with a Chi-Sqr goodness-of-fit roughly 40% better than with a log-normal fit. Looking up "Inverse gamma" on this forum led me the following post:
2007 May 25
1
Estimation of Dispersion parameter in GLM for Gamma Dist.
Hi All, could someone shed some light on what the difference between the estimated dispersion parameter that is supplied with the GLM function and the one that the 'gamma.dispersion( )' function in the MASS library gives? And is there consensus for which estimated value to use? It seems that the dispersion parameter that comes with the summary command for a GLM with a Gamma dist. is
2011 Jan 13
1
Fitting an Inverse Gamma Distribution
http://r.789695.n4.nabble.com/file/n3216865/Inverse_Gamma.png Hello, I am seeking help in estimating the parameters of an inverse gamma distribution (from the 'actuar' package) using a function like 'fitdistr'. Unfortunately I haven't found such a package using findFn('fit Inverse Gamma') from the 'sos' package and was therefore hoping someone might be aware
2009 Dec 11
2
Regularized gamma function/ incomplete gamma function
Dear all, I would be very grateful if you could help me with: Given the regularized gamma function Reg=int_0^r (x^(k-1)e^(-x))dx/int_0^Inf (x^(k-1)e^(-x))dx ; 0<r<Inf (which is eventually the ratio of the Incomplete gamma function by the gamma function), does anyone know of a package in R that would evaluate the derivative of the inverse of Reg with respect to k? I am aware that the
2011 Feb 23
1
Which glm "familiy" to choose with a skewed distribution of residuals, gaussian?
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2013 Feb 27
1
Separation issue in binary response models - glm, brglm, logistf
Dear all, I am encountering some issues with my data and need some help. I am trying to run glm analysis with a presence/absence variable as response variable and several explanatory variable (time, location, presence/absence data, abundance data). First I tried to use the glm() function, however I was having 2 warnings concerning glm.fit () : # 1: glm.fit: algorithm did not converge # 2:
2008 Dec 10
0
glm error message when using family Gamma(link=inverse)
John, You have specified a model with E(y) = 1/eta where eta = X beta is the linear predictor and E(y) must be >0, since the family is Gamma and you have a lot of covariates in the model. glm now has to try to find a best linear predictor, but under the constraint that eta>0 for every single one of the observations (the log-likelihood involves a log(eta) term). The internal
2007 May 18
1
Inverse gamma
Hi, All: assume I need to generate X from inverse gamma with parameter (k, beta). should I generate from Y from gamma(-k, beta), then take X=1/Y? Thanks pat
2017 Jun 02
1
modEvA D-squared for gamma glm
Hi All, I am running a generalized linear model with gamma distribution in R (glm, family=gamma ) for my data (gene expression as response variable and few predictors). I want to calculate r-squared for this model. I have been reading online about it and found there are multiple formulas for calculating R2 (psuedo) for glm (in R) with gaussian (r2 from linear model), logistic regression
2007 Jun 20
1
How to use "mix" to estimate the parameters for mixture gamma distribution?
Dear R users, Please help me on using "mix" function under package "mixdist". My data distribution shows there are two components for the mixture distribution: left part is an exponential and right part is a normal. So I plan to use "gamma" mixture distribution to estimate the parameters. Here is what I am using for the "mix" function. Test<-mix(x,
2012 Sep 25
1
appropriate test in glm when the family is Gamma
Dear R users, Which test is most appropriate in glm when the family is Gamma? In the help page of anova.glm, I found the following ?For models with known dispersion (e.g., binomial and Poisson fits) the chi-squared test is most appropriate, and for those with dispersion estimated by moments (e.g., gaussian, quasibinomial and quasipoisson fits) the F test is most appropriate.? My questions :
2012 Oct 04
2
Help with R Fitting an inverse Gamma
Dear all, I am new in R and would like to ask for someone's help in understanding where I go wrong with the following code: rm(list=ls()) # Required packages library(MCMCpack) # Simulated data set.seed(1) data = rinvgamma(n=250, shape = 5, scale = 2) + 2 hist(data) # log-likelihood ll = function(par){ if(par[1]>0 & par[2]>0 & par[3]<min(data)) return(
2008 Sep 15
2
help on sampling from the truncated normal/gamma distribution on the far end (probability is very low)
Hi, guys, I am trying to sample from a truncated normal/gamma distribution. But only the far end of the distribution (where the probability is very low) is left. e.g. mu = - 4; sigma = 0.1; The distribution is Normal(mu,sigma^2) truncated on [0,+Inf]; How can I get a sample? I tried to use inverse CDF method, but got Inf as answers. Please help me out. Also, pls help me on the similar
2006 Nov 26
1
GLM and LM singularities
Hi- I'm wrestling with some of my data apparently not being called into a GLM or an LM. I'm looking at factors affecting fish annual catch rates (ie. CPUE) over 30 years. Two of the factors I'm using are sea surface temperature and sea surface temperature anomaly. A small sample of my data is below: CPUE Year Vessel_ID Base_Port Boat_Lgth Planing SST Anomaly 0.127
2007 Dec 07
1
Adding a subset to a glm messes up factors?
Hi everyone, I have a problem with running a glm using a subset of my data. Whenever I choose a subset, in the summary the factors arent shown (as if the variable was a continuous variable). If I dont use subsets then all the factors are shown. I have copied the output from summary for both cases. Thanks for the help, Muri > model<-glm(log(cpue)~year,family=gaussian) Call: glm(formula =
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
2007 Oct 26
1
glm with Student t for error distribution
Hello, My response variable seems to be distributed according to Student t with df=4. I have 320 observations and about 20 variables. I am wondering whether there is a way to fit glm with Student t for error distribution. Student t is not one of the family choices in glm function. How should I proceed to fit glm with Student t? I know that Student t is the Inverse Gamma with shape parameter
2005 Jul 21
1
output of variance estimate of random effect from a gamma frailty model using Coxph in R
Hi, I have a question about the output for variance of random effect from a gamma frailty model using coxph in R. Is it the vairance of frailties themselves or variance of log frailties? Thanks. Guanghui