Proc Gam with gamma distribution

Reply
Contributor
Posts: 27

Proc Gam with gamma distribution

Hi everyone,

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!

Arnaud

Respected Advisor
Posts: 2,655

Re: Proc Gam with gamma distribution

Isn't the deviance of the final estimate the scale parameter here?

Steve Denham

Contributor
Posts: 27

Re: Proc Gam with gamma distribution

Posted in reply to SteveDenham

I don't know... Can someone confirm that the deviance of the final estimate is the scale parameter? Thanks everyone!

Respected Advisor
Posts: 2,655

Re: Proc Gam with gamma distribution

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.

Steve Denham

Ask a Question
Discussion stats
  • 3 replies
  • 249 views
  • 0 likes
  • 2 in conversation