Open AccessA note on the maximum likelihood estimator in the gamma regression model
Author(s) -
Jerzy P. Rydlewski
Publication year - 2009
Publication title -
opuscula mathematica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.481
H-Index - 16
eISSN - 2300-6919
pISSN - 1232-9274
DOI - 10.7494/opmath.2009.29.3.305
Subject(s) - mathematics , statistics , maximum likelihood , estimator , regression analysis , econometrics
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
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