gamma distributions yield different forms based on two parameters: shape parameter and scale parameter. When running a GLM family=gamma link=identity in stata, the output gives the scale parameter. Does stata automatically assume the shape parameter based on the underlying distribution of my dependent variable?
Related Posts with GLM Family = Gamma Link = Identity
Stata : Rr mantel heanzelI have SMR results by lauching this command : strate maxexpo_ardbis, per(100000) smr(taux_esto) and …
How to extract a country specific value for each country in a panel data setI have a panel date set wich consists of 49 countries and want to extract fed funds rate for each co…
only the estimated coefficientHi, Which could be the reason that Stata does not show me only the estimated coefficient?: ------…
Unobserved Componenet Model and State Space ModelDear All I am try trying to construct an index, using Unobserved Component Model (UCM) and State Sp…
Variance of each single residualHi Statlist, I am struggling into constructing the residuals' specific variance for the following m…
Subscribe to:
Post Comments (Atom)
0 Response to GLM Family = Gamma Link = Identity
Post a Comment