Gamma regression models with the Gammareg R package
Documento de trabajo
MetadataShow full item record
SummaryThe class of gamma regression models is based on the assumption that the dependent variable is gamma distributed and that its mean is related to a set of regressors through a linear predictor with unknown coefficients and a link function. This link can be the identity, the inverse or the logarithm function. The model also includes a shape parameter, which may be constant or dependent on a set of regressors through a link function, as the logarithm function. In this paper we describe the Gammareg Rpackage, which provides the class of gamma regressions in the R system for their statistical computing. The underlying theory is briefly presented and the library implementation illustrated from simulation studies.
- Artículo