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st: interpreting coefficients in glm
From
Arti Pandey <[email protected]>
To
[email protected]
Subject
st: interpreting coefficients in glm
Date
Sat, 2 Jul 2011 12:06:22 -0700 (PDT)
Hello
I am using -glm- in gamma distribution with the canonical link, which is 1/u
(1/mu). In interpreting the results from this, for a unit rise in predictor x1,
will the predicted value of the response variable change by 1/u2-1/u1, assuming
u1 is the intial value and u2 is the resulting value corresponding to a unit
rise in x1. Or is it just a simple inverse of the coefficient obtained (say
beta1) as we do when a log link is used, when exp(beta1) is calculated. The
numbers I get from simple inversion are too high, so am a little confused.
Appreciate any help.
Arti
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