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.