R: Gamma regression with a log-link

Gamma regression with a log-link {Rfast} | R Documentation

## Gamma regression with a log-link

### Description

Gamma regression with a log-link.

### Usage

    gammareg(y, x, tol = 1e-07, maxiters = 100)
    gammacon(y, tol = 1e-08, maxiters =50)

### Arguments

`y` | The dependent variable, a numerical variable with non negative numbers.
`x` | A matrix or data.frame with the indendent variables.
`tol` | The tolerance value to terminate the Newton-Raphson algorithm.
`maxiters` | The maximum number of iterations that can take place in the regression.

### Details

The gamma.reg fits a Gamma regression with a log-link. The gamma.con fits a Gamma regression with a log link with the intercept only ( glm(y ~ 1, Gamma(log) ) ).

### Value

A list including:

`deviance` | The deviance value.
`phi` | The dispersion parameter (φ) of the regression. This is necessary if you want to perform an F hypothesis test for the significance of one or more independent variables.
`be` | The regression coefficient(s).
`info` | The number of iterations, the deviance and the dispersion parameter.

### Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

### References

McCullagh, Peter, and John A. Nelder. Generalized linear models. CRC press, USA, 2nd edition, 1989.

### See Also

`gammaregs, normlog.reg, invgauss.reg`

### Examples

    y <- abs( rnorm(100) )
    x <- matrix( rnorm(100 * 2), ncol = 2)
    mod <- glm(y ~ x, family = Gamma(log) )
    res<-summary(mod)
    ## Not run:
    res<-gammareg(y, x)

    ## End(Not run)
    mod <- glm(y ~ 1, family = Gamma(log) )
    res<-summary(mod)
    res<-gammacon(y)

[Package Rfast version 2.0.4 Index]