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  • GLM model with Gamma distribution and log link - residuals

    Dear all,
    I am new to running the GLM model in Stata. I have healthcare data which is positively skewed (as it often is). I have tried running a glm model with gamma distribution and log link as I have seen recommended by others (particularly work by Manning and Mullahy). I have a basic question - would one expect the residuals to be normally distributed with a glm model? Or is this not expected for this model given the distribution is not expected to be normal?
    Kind regards,
    Rachel

  • #2
    If you look at help glm postestimation##predict, you see that there is a whole range of residuals possible after glm. Some of these were designed to be (approximately) normally distributed in a good fitting model, others are not.
    ---------------------------------
    Maarten L. Buis
    University of Konstanz
    Department of history and sociology
    box 40
    78457 Konstanz
    Germany
    http://www.maartenbuis.nl
    ---------------------------------

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    • #3
      Thank you Maarten that is very helpful I will look further into the help for predict.

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