11-12-2012 10:20 AM
I'm using proc gam with an underlying gamma distribution. I would like to know where to find the parameters of these resulting gamma distributions.
I guess that the predicted values are the means (?) but how to find the second parameter of the gamma distribution(link with deviance of the final estimate)?
Is there a particular option to put in a statement to get them?
Thanks a lot for your answers!
11-13-2012 08:27 AM
In the Details section of the PROC GAM documentation, there is a section called Dispersion Parameter. It mentions the scaled deviance as the estimator of the dispersion (scale) parameter. What I do not know is whether the output "Deviance of the Final Estimate" is scaled or not, and for the life of me, I can't find it in the documentation or the examples.