From: Better performance for right-skewed data using an alternative gamma model
Coefficient | Model | Mean | Standard Deviation | Mean Standard Error | Skewness (p value) | Kurtosis (p value) | Joint test p valuea |
---|---|---|---|---|---|---|---|
\({\theta _x}\)= 2 | Scale | 2.037 | 0.393 | 0.290 | 0.145 (0.000) | 3.064 (0.189) | 0.000 |
Shape | 2.000 | 0.166 | 0.166 | -0.016 (0.505) | 2.935 (0.182) | 0.328 | |
\({\theta _{{x^2}}}\)= 0.05 | Scale | 0.036 | 0.163 | 0.141 | -0.120 (0.000) | 3.053 (0.272) | 0.000 |
Shape | 0.051 | 0.069 | 0.069 | 0.035 (0.151) | 2.926 (0.124) | 0.110 | |
\({\theta _{Const}}\)= 1 | Scale | 0.978 | 0.210 | 0.126 | -0.158 (0.000) | 3.059 (0.228) | 0.000 |
Shape | 0.998 | 0.099 | 0.099 | -0.032 (0.188) | 3.059 (0.225) | 0.202 |