the generalized gamma distribution is a generalization of the two-parameter gamma distribution: https://en.wikipedia.org/wiki/Generalized_gamma_distribution
However I cannot find an implementation in R (or python) that let's me use this in a GLM framework, so something like
glm(y ~ x, family(GenGamma)).
I could only find a distribution definition in the flexsurv package, but only for a survival usage.
Is there a way to use the generalized gamma in a GLM setting?
method 1. suggested by @Glen_b works quite well:
library(flexsurv) df <- data.frame(y = runif(100, 1, 10), x1 = rnorm(100)) flexsurvreg(Surv(y) ~ x1, data = df, dist = "gengamma")