The Gamma-distribution
Parametrisation
The Gamma-distribution has the following density
π(y) =

ba a−1yexp(−by),Γ(a)a > 0,

b > 0,

y > 0,

where E(y) = µ = a/b and Var(y) = 1/τ = a/b2 , where τ is the precision and µ is the mean. We will
use the following parameterisation for the precisionτ = (sφ)/µ2
where φ is the precision parameter (or 1/φ is the dispersion parameter) and s > 0 is a fixed scaling(for the regression model), which gives this density
1π(y) =Γ(sφ)

(sφ)µ(sφ)

y(sφ)−1yexp −(sφ)µLink-function
The linear predictor η is linked to the mean µ using a default log-linkµ = exp(η)

Hyperparameter
The hyperparameter is the precision parameter φ, which is represented as
φ = exp(θ)
and the prior is defined on θ.

Specification• family="gamma" for regression models and family="gamma.surv" for survival models.
• Required arguments: for gamma.surv, y (to be given in a format by using inla.surv()), andfor gamma, y and s (default value 1).
The scalings s is not used for family="gamma.surv".
Hyperparameter spesification and default values
doc The Gamma likelihood
hyper
theta
hyperid 58001
name precision parameter
short.name prec
output.name Precision-parameter for the Gamma observations
output.name.intern Intern precision-parameter for the Gamma observations
1

initial 4.60517018598809
fixed FALSE
prior loggamma
param 1 0.01
to.theta function(x) log(x)from.theta function(x) exp(x)survival FALSE
discrete FALSE
link default log quantile
pdf gamma
doc The Gamma likelihood (survival)
hyper
theta1
hyperid 58101
name precision parameter
short.name prec
output.name Precision-parameter for the Gamma surv observations
output.name.intern Intern precision-parameter for the Gamma surv observations
initial 0
fixed FALSE
prior loggamma
param 1 0.01
to.theta function(x) log(x)from.theta function(x) exp(x)theta2
hyperid 58102
name beta1
short.name beta1
output.name beta1 for Gamma-Cure
output.name.intern beta1 for Gamma-Cureinitial -7
fixed FALSE
prior normal
param -4 100
to.theta function(x) x
from.theta function(x) xtheta3
hyperid 58103
name beta2short.name beta2
output.name beta2 for Gamma-Cure2

output.name.intern beta2 for Gamma-Cureinitial 0
fixed FALSE
prior normal
param 0 100
to.theta function(x) x
from.theta function(x) xtheta4
hyperid 58104
name beta3
short.name beta3
output.name beta3 for Gamma-Cure
output.name.intern beta3 for Gamma-Cureinitial 0
fixed FALSE
prior normal
param 0 100
to.theta function(x) x
from.theta function(x) xtheta5
hyperid 58105
name beta4
short.name beta4
output.name beta4 for Ga mma-Cure
output.name.intern beta4 for Gamma-Cureinitial 0fixed FALSE
prior normal
param 0 100
to.theta function(x) x
from.theta function(x) xtheta6
hyperid 58106
name beta5
short.name beta5
output.name beta5 for Gamma-Cureoutput.name.intern beta5 for Gamma-Cureinitial 0
fixed FALSE
prior normal
param 0 100
to.theta function(x) x
from.theta function(x) xtheta73

hyperid 58107
name beta6
short.name beta6
output.name beta6 for Gamma-Cure
output.name.intern beta6 for Gamma-Cureinitial 0
fixed FALSE
prior normal
param 0 100
to.theta function(x) x
from.theta function(x) xtheta8hyperid 58108
name beta7
short.name beta7
output.name beta7 for Gamma-Cure
output.name.intern beta7 for Gamma-Cureinitial 0
fixed FALSE
prior normal
param 0 100
to.theta function(x) x
from.theta function(x) xtheta9hyperid 58109
name beta8
short.name beta8
output.name beta8 for Gamma-Cure
output.name.intern beta8 for Gamma-Cureinitial 0
fixed FALSE
prior normal
param 0 100
to.theta function(x) x
from.theta function(x) xtheta10hyperid 58110
name beta9
short.name beta9
output.name beta9 for Gamma-Cure
output.name.intern beta9 for Gamma-Cureinitial 0
fixed FALSE
prior normal
4

param 0 100
to.theta function(x) x
from.theta function(x) xtheta11
hyperid 58111
name beta10
short.name beta10
output.name beta10 for Gamma-Cure
output.name.intern beta10 for Gamma-Cureinitial 0
fixed FALSE
prior normal
param 0 100
to.theta function(x) x
from.theta function(x) x
survival TRUE
discrete FALSE
link default log neglog quantile
pdf gammasurv

ExampleIn the following example we estimate the parameters in a simulated example.
n = 1000x = rnorm(n)eta = 1 + x
mu = exp(eta)prec.scale = runif(n, min = 0.5, max = 2)
prec.par = 1.2
a = prec.par * prec.scaleb = mu / (prec.par * prec.scale)y = rgamma(n, shape = a, scale = b)r = inla(y ~ 1 + x, data = data.frame(y, x),scale = prec.scale, family = "gamma")

Notes
None.

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