[Rd] Estimating overdispersion when using glm for count and binomial data
dfletcher at maths.otago.ac.nz
Thu Jun 25 05:30:17 CEST 2015
I recently proposed a simple modification to Wedderburn's 1974 estimate
of overdispersion for count and binomial data, which is used in glm for
the quasipoisson and quasibinomial families (see the reference below).
Although my motivation for the modification arose from considering
sparse data, it will be almost identical to Wedderburn's estimate when
the data are not sparse. It should therefore work uniformly better than
the current estimate in glm.
As I am not a regular to R mailing lists, I wasn't sure of the best
means of proposing this modification. I therefore asked Paul Murrell,
and he suggested I post it here.
The modification is very simple and would take at most a couple of
lines of code. The reference below gives details regarding its
asymptotic properties, as well as simulation results that illustrate the
benefits of using it for sparse data.
I am happy to give more details if needed.
Department of Mathematics and Statistics
University of Otago
D.J. Fletcher (2012) Estimating overdispersion when fitting a
generalized linear model to sparse data. Biometrika 99:230–237
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