The GAM Procedure

Dispersion Parameter

Continuous distributions in the exponential family (Gaussian, gamma, and inverse Gaussian) have a dispersion parameter that can be estimated by the scaled deviance. For these continuous response distributions, PROC GAM incorporates this dispersion parameter estimate into standard errors of the parameter estimates, prediction standard errors of spline and loess components, and chi-square statistics. The discrete distributions used in GAM (binomial and Poisson) do not have a dispersion parameter. For more details on the distributions, dispersion parameter, and deviance, see Generalized Linear Models Theory in Chapter 40: The GENMOD Procedure.