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arnaudd
Calcite | Level 5

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

3 REPLIES 3
SteveDenham
Jade | Level 19

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

Steve Denham

arnaudd
Calcite | Level 5

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

SteveDenham
Jade | Level 19

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

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