Gamma regression models with the Gammareg R package

The 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 f...

Full description

Autores:
Cepeda-Cuervo, Edilberto
Corrales-Bosio, Martha
Tipo de recurso:
Work document
Fecha de publicación:
2019
Institución:
Universidad Nacional de Colombia
Repositorio:
Universidad Nacional de Colombia
Idioma:
spa
OAI Identifier:
oai:repositorio.unal.edu.co:unal/21593
Acceso en línea:
https://repositorio.unal.edu.co/handle/unal/21593
http://bdigital.unal.edu.co/12542/
Palabra clave:
31 Colecciones de estadística general / Statistics
Gamma regression
Mean regression structures
Shape regression structures
Fisher Scoring algorithm
R-package
Rights
openAccess
License
Atribución-NoComercial 4.0 Internacional
Description
Summary:The 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.