08-01-2015 07:19 AM
Wish you all well.
My apoloy that this's not a SAS question.
Can someone please englighten me on why log link but not others is used for Gamma models? What's the underlying theory?
Thank you very much.
08-01-2015 11:36 AM
Actually, the canonical link is the reciprocal and this is, in fact, the default link in PROC GENMOD when you specify the DIST=GAMMA option without the LINK= option. But the log link is the one most commonly used. The canonical link is the link function that naturally occurs when the distribution is written in the general exponential family form that is shown in the "Details: Generalized Linear Models Theory" section of the GENMOD or GLIMMIX documentation. More explanation can be found in a reference text like McCullagh and Nelder's Generalized Linear Models book.