glmgam.fit {statmod}R Documentation

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-5,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

Examples

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

[Package Contents]