topic Re: How to set glm for gamma distributed dependent variable in Discussions

How to set glm for gamma distributed dependent variable

imazarrasa — Thu, 30 Jan 2020 10:06:37 GMT

Hi,

My data is continuous and follow a ganma distribution. Which distribution and link function should I choose in the GLM platform? There is not option for ganma distribution..

I am using JMP 15.0.0

Thanks!

Re: How to set glm for gamma distributed dependent variable

Mark_Bailey — Thu, 30 Jan 2020 11:13:46 GMT

Use the exponential distribution and start with the reciprocal function as the canonical link.

Re: How to set glm for gamma distributed dependent variable

imazarrasa — Thu, 30 Jan 2020 12:50:28 GMT

Thank you very much for the answer.

And, in the case the data are continuous and don't follow a normal distribution nor a ganma distribution (even if they are log transformed), is it possible to apply a glm?

Thanks again for your attention,

Inés.

Re: How to set glm for gamma distributed dependent variable

Mark_Bailey — Thu, 30 Jan 2020 13:56:18 GMT

That question is not simple. The generalized linear model is very flexible with many choices from the family of natural exponential distribution models and link functions. So the choice of the best model depends on many things. The model assumptions and performance should be verified independently of the training of the model.

The GLM is decades old and has enjoyed a lot of attention, so there are many excellent resources created by experts. It is worth investing the time to study some of them if your modeling is important. For example, the on-line SAS documentation for SAS/STAT PROC GLM is a good place to start.