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From |
Phil Schumm <pschumm@uchicago.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Choosing a family using glm |

Date |
Tue, 24 Aug 2010 16:14:06 -0500 |

On Aug 24, 2010, at 12:10 PM, Laurie Molina wrote:

I'm trying to fit a glm to get non negative fitted values. I amthinking to use a glm with a log link. But i am not sure aboutwich family to use. Is there any test i can perform to choosebetween the normal and gamma distribution?

My data is for the rent price of houses, so it is not count data andtherefore i think i should not use poisson.

To my understend in a clasical linear regression the asumption ofnormality is in the distribution of the error term, but in glm theasumption defined by the family selection is on the distribution ofthe dependent variable. Isnt that a huge cost for using glm insteadof a clasical linear regression model?

-- Phil * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Choosing a family using glm***From:*Phil Schumm <pschumm@uchicago.edu>

**Re: st: Choosing a family using glm***From:*Laurie Molina <molinalaurie@gmail.com>

**References**:**st: Choosing a family using glm***From:*Laurie Molina <molinalaurie@gmail.com>

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