Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-33/3/c/solution

Both fits use the same Gamma distribution mean model and inverse link function. Their coefficient estimates, fitted means and hence their weight matrices coincide: the common dispersion parameter only multiplies the likelihood score by a scalar and therefore does not change its zero. The displayed calls likewise show the same family and formula; fixing dispersion in a summary changes the uncertainty calculation, not these coefficient estimates.
For and , the Fisher information weights are
Thus the common matrix is multiplied by dispersion in the exponential case and by in the fitted gamma case. Taking square roots of the diagonal covariances gives
For instance for the intercept, and the same factor applies to all the coefficients. The standard errors are smaller because the fitted dispersion parameter is below one, not because a different mean function was fitted.

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