Sören Prehn <Prehn <at> iamo.de> writes:
> Dear all, I have a problem with gamma regression (glm - family = > Gamma) and zeros in R. The problem is the following when I try to > estimate a dataset without zeros (endogenous variable) there is no > problem. However, if I try to do the same with zeros I always get an > error message. In STATA and MATLAB I can do a gamma regression with > zeros. What could be the problem? If someone could help me I would > really appreciate this. It's hard to know what Stata and MATLAB are doing to allow you to fit this model. As long as the scale parameter is >=1 everything should be OK, but as soon as the scale parameter drops below 1 the likelihood (density) is infinite: dgamma(0,shape=1) ## [1] 1 dgamma(0,shape=0.9999) ## [1] Inf It's conceivable that you could succeed in this task by constraining the shape parameter to be >=1; e.g. library(bbmle) mle2(y~dgamma(shape=1+exp(logshape),scale=exp(logscale)), parameters=list(logshape~...,logscale~...), data= ...) We would need more detail though. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
