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

**References**:**st: gamma family - alpha and theta parameters - xtgee***From:*"Guillermo A. Sandoval (UofT)" <guillermo.sandoval@mail.utoronto.ca>

**st: RE: gamma family - alpha and theta parameters - xtgee***From:*"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>

**Re: st: RE: gamma family - alpha and theta parameters - xtgee***From:*Scott Merryman <scott.merryman@gmail.com>

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