Gamma regression models with the Gammareg R package

The class of gamma regression models is based on the assumption that the depen- dent 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...

Descripción completa

Autor Principal: Bossio, Martha Corrales; Facultad de Estadística Universidad Santo Tomás
Otros Autores: Cuervo, Edilberto Cepeda; Universidad Nacional de Colombia
Formato: info:eu-repo/semantics/article
Idioma: eng
Publicado: Universidad Santo Tomás 2015
Acceso en línea: http://revistas.usta.edu.co/index.php/estadistica/article/view/2050
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
Sumario: The class of gamma regression models is based on the assumption that the depen- dent 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 R-package, 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.