From 2abbfb58179f658395310f71f4192cb1bae28d61 Mon Sep 17 00:00:00 2001 From: n-kall <33577035+n-kall@users.noreply.github.com> Date: Fri, 13 Sep 2024 11:27:33 +0300 Subject: [PATCH] start adding gamma regression --- gen_linear_regression/gamma.qmd | 24 ++++++++++++++++++++++++ 1 file changed, 24 insertions(+) create mode 100644 gen_linear_regression/gamma.qmd diff --git a/gen_linear_regression/gamma.qmd b/gen_linear_regression/gamma.qmd new file mode 100644 index 0000000..e88f50b --- /dev/null +++ b/gen_linear_regression/gamma.qmd @@ -0,0 +1,24 @@ +--- +title: Gamma model +--- + +## Description + +Linear regression with gamma distributed residuals. + +## Definition + +For continuous outcome $y$ lower bounded at zero and predictors $x$, the model is: + +$$ +\begin{align} +y_i \sim \text{gamma}(s, \alpha/exp(\eta)) \\ +\eta_i = \alpha + \beta \cdot x_i +\end{align} +$$ + +## Parameters needing priors + +- $\alpha$ (intercept) +- $\beta$ (predictor weights) +- $s$ shape parameter