# gammareg: Gamma regression with a log-link In Rfast: A Collection of Efficient and Extremely Fast R Functions

 Gamma regression with a log-link R Documentation

## 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 mtsagris@uoc.gr.

### References

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

 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.