Opuscula Math. 29, no. 3 (2009), 305-312
A note on the maximum likelihood estimator in the gamma regression model
Jerzy P. Rydlewski
Abstract.
This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximum likelihood estimator for the gamma regression model.
Keywords:
gamma regression, nonlinear regression, maximum likelihood estimator, shape parameter.
Mathematics Subject Classification:
62J02, 62F10.
About the authors ▼
Jerzy P. Rydlewski
AGH University of Science and Technology, Faculty of Applied Mathematics, al. Mickiewicza 30, 30-059 Krakow, Poland; Jagiellonian University, Department of Mathematics, ul. Łojasiewicza 6, 30-348 Krakow, Poland
About the article ▼
Received: 2009-03-20.
Revised: 2009-04-12.
Accepted: 2009-04-20.
Cite this article as ▼
Jerzy P. Rydlewski, A note on the maximum likelihood estimator in the gamma regression model, Opuscula Math. 29, no. 3 (2009), 305-312,
http://dx.doi.org/10.7494/OpMath.2009.29.3.305.
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