gammareg: Gamma regression with a log-link

In Rfast: A Collection of Efficient and Extremely Fast R Functions

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 (\phi) 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 [e-mail].

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)

res<-gammareg(y, x)

mod <- glm(y ~ 1, family = Gamma(log) )
res<-summary(mod)
res<-gammacon(y)

Rfast documentation built on Nov. 9, 2023, 5:06 p.m.