[Rd] Estimating overdispersion when using glm for count and binomial data

[David Fletcher]

Ben Bolker writes:

> This looks really useful. Base R is very conservative; despite the
> fact that it would be much more easily adopted in base R, I think it
> is much more likely to find a home in an add-on package such as aods3
> or glm2 than in base R ...

Thanks for these suggestions Ben - Simon Wood has also been in touch, 
and plans to put it into mgcv

David Fletcher

Original post:

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). 
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.

D.J. Fletcher (2012) Estimating overdispersion when fitting a 
generalized linear model to sparse data. Biometrika 99:230?237 
(http://biomet.oxfordjournals.org/content/99/1/230.abstract?etoc)