[R] glm and overdispersion
ripley at stats.ox.ac.uk
Tue Feb 18 12:19:09 CET 2003
Use the quasibinomial family -- see the help pages.
Warning: how are you estimating the over-dispersion? The estimate given
by the residual deviance can be badly biased.
I don't know your reference, but this is all in McCullagh & Nelder (1989)
On Tue, 18 Feb 2003, Hardouin Loïc wrote:
> I am performing glm with binomial family and my data show slight
> overdispersion (HF<1.5). Nevertheless, in order to take into account for
> this heterogeneity though weak, I use F-test rather than Chi-square
> (Krackow & Tkadlec, 2001). But surprisingly, outputs of this two tests
> are exactly similar. What is the reason and how can I scale the output
> by overdispersion ??
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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