# When fitting Tweedie GLM in SAS, should I use the scale option?

In SAS proc genmod with dist=tweedie, when would you use scale=pearson or scale=deviance?

In either case we get a message

The Tweedie dispersion parameter was held fixed.


but without scale option it says

The Tweedie dispersion parameter was estimated by maximum likelihood.


Wouldn't it be better to estimate the dispersion parameter, i.e. not use the scale option? And why are standard errors smaller in that case?