statmod (version 1.0.4)

glmgam.fit: Gamma Generalized Linear Model with Identity Link

Description

Estimates a gamma generalized linear model with identity link using Fisher scoring with Levenberg damping.

Usage

glmgam.fit(X,y,start=NULL,trace=FALSE,tol=1e-6,maxit=50)

Arguments

X

design matrix, assumed to be of full column rank. Missing values not allowed.

y

numeric vector of responses. Missing values not allowed.

start

numeric vector of starting values for the regression coefficients

trace

Logical variable. If true then output diagnostic information at each iteration.

tol

Convergence tolerance

maxit

Maximum number of iterations allowed

Value

• List with the following components:
• coefficients
  numeric vector of regression coefficients
• fitted
  numeric vector of fitted values
• deviance
  residual deviance

item

details

code

randomizedBlockFit

Examples

y <- rgamma(10,shape=5)
X <- cbind(1,1:10)
fit <- glmgam.fit(X,y,trace=TRUE)