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Re: st: RE: gamma family - alpha and theta parameters - xtgee


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: gamma family - alpha and theta parameters - xtgee
Date   Wed, 29 May 2013 09:52:15 -0500

On Wed, May 29, 2013 at 9:24 AM, Feiveson, Alan H. (JSC-SK311)
<alan.h.feiveson@nasa.gov> wrote:

>
> Bottom line: With a gamma family, the "scale" parameter in -glm- (and also in -xtgee-) is an estimate of 1/"a", and does not appear to depend on the value of the "real" scale parameter "b".
>

It does appear that the estimated coefficient is a*b from the gamma
distribution.

Scott
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