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Inverse Gaussian Generalized Linear Models in Arc

Sanford Weisberg
Department of Applied Statistics, University of Minnesota, St. Paul, MN 55108-6042.
Supported by National Science Foundation Grant DUE 97-52887.

October 4, 1999

Abstract:

This paper describes an Arc add-in for inverse gaussian generalized linear models.

Introduction

Generalized linear models based on the Inverse Gaussian distribution are not use as frequently as other generalized linear models, and so they are not included in the basic distribution of Arc. However, adding them is straightforward, and code for this purpose is available.

Getting the Code

  Download the file invgau.lsp for Windows or Unix, or for Macintosh. Place it in the Extras directory in your Arc directory. If you are using Unix, either place this file in /usr/local/lib/Arc/Extras, or in an Extras directory where you start Arc. The file will be loaded automatically whenever you start Arc.

Using Inverse Gaussian Models

  P. McCullagh and J. Nelder (1989), Generalized Linear Models, 2nd ed., p. 30, briefly summarize the properties of these models. More complete discussions are given by R. S. Chhikara and J. L. Folks (1989), The Inverse Gaussian Distribution: Theory, Methodology, and Applications, New York: Dekker.

If invgau.lsp is loaded, then a menu item is added to the Graph&Fit menu, and it is used like any other generalized linear model menu item.



S Weisberg
Mon Oct 4 16:15:27 CDT 1999