* Gamma Chapter

use claims, clear
xi: glm y i.pa i.cg i.va [fw=number], family(gamma) irls 

predict double anscombe, anscombe
predict double logvar, mu
replace logvar = log(logvar*logvar)
label var logvar "Log(variance)"
twoway scatter anscombe logvar, yline(0)
graph export gamans.eps, replace

xi: glm y i.pa i.cg i.va [fw=number], family(gamma) notable nolog

sysuse cancer, clear
gen drug2 = drug==2
gen drug3 = drug==3
glm studytime age drug2 drug3, family(gamma) link(log) irls nolog

glm studytime age drug2 drug3, family(gamma) link(log) nolog

lgamma studytime age drug2 drug3, nolog

glm studytime age drug2 drug3, family(gamma) link(id) irls nolog  /* IRLS */
glm studytime age drug2 drug3, family(gamma) link(id) nolog       /* N-R  */

glm studytime age drug2 drug3, family(gamma) link(log) scale(1) nolog
stset studytime
streg age drug2 drug3, nohr dist(exp) nolog