Proc Gam with gamma distribution

[arnaudd]

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

[SteveDenham]

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

Steve Denham

[arnaudd]

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

[SteveDenham]

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