linear model family
- Produces a generalized linear model family object. The Digamma distribution is the
distribution of the unit deviance for a gamma generalized linear model.
- Digamma(link = "log")
- OPTIONAL ARGUMENTS
||link function. See quasi in the S-Plus help for
specification of this argument.
- A family object, which is a list of functions and expressions used by glm and gam
in their iteratively reweighted least-squares algorithms. See family.object in
the S-Plus help for details.
- This family is useful for generalized linear dispersion modelling. The Digamma
distribution is closed related to the Chisquare. For small means it is nearly chiquare on
1 df. For large means it is nearly chisquare on 1df.
The Digamma distribution is so named because it is dual to the gamma distribution in the
above sense, and because the digamma function appears in it's mean function.
- Smyth, G. K. (1989). Generalized linear models with varying dispersion. J. R.
Statist. Soc. B, 51, 47-61.
- SEE ALSO
- Double Generalized Linear Models
- # Fit a Digamma generalized linear model with identity link
# Fit an Digamma glm with power link
# Test for log-linear dispersion trend in gamma regression
out.gam <- glm(y~x,family="Gamma(link="log"))
d <- residuals(out.gam)^2
out.dig <- glm(d~x,family="Digamma(link="log"))
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10 February 2004