[R] Negative Binomial modelling

[Damon Wischik]

I have some data which I am trying to fit with a negative binomial
distribution. I have found the glm.nb function from MASS.

I have reason to believe that the mean parameter mu depends on
certain factors, and that the shape parameter theta depends on
others.

If, say, the factors are P and Q, it might be that
  mu ~ P:Q and theta ~ P
(where mu ~ P:Q means that mu is a function of the pair (P,Q))
in which case I could call glm.nb several times, one for each
level of P (though this would be somewhat cumbersome).