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


From   "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: gamma family - alpha and theta parameters - xtgee
Date   Wed, 29 May 2013 09:59:48 -0500

I think there is a semantics problem, because the "scale" a parameter in a exponential family (as modeled in -glm-) is not literally a scale parameter that changes the units of the dependent variable, as is "b" in the gamma distribution.

Al F.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Scott Merryman
Sent: Wednesday, May 29, 2013 9:52 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: gamma family - alpha and theta parameters - xtgee

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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