[R] glm: family=exponential() or family=Gamma(alpha=1)?

Thomas Lumley tlumley at u.washington.edu
Mon Feb 26 17:05:33 CET 2001

On Mon, 26 Feb 2001, Michael Wang wrote:

> In glm, is there a way to specify the family
> to be exponential, or Gamma but with alpha=1?

Yes. You do it in summary(), not in glm().
estimates the dispersion
  summary(fit, dispersion=1)
sets it to 1 (exponential).

> This is required by Dobson Exercise 4.3d, page 48.
> But without specifying alpha=1, the asnwer is the same
> as in the book.

The estimated coefficients do not depend on alpha. That's why the family
object doesn't have to specify a value. The standard errors do, but if the
data are really exponential the estimated dispersion will be close to 1
with reasonable sample sizes (estimating the dispersion and fixing it at
the true value are asymptotically equivalent).


Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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