[R] When modeling with negbin from the aod package...

Ben Bolker bolker at ufl.edu
Thu Oct 15 07:24:12 CEST 2009

alexander russell <ssv736 <at> gmail.com> writes:

> Hi,
> When modeling with negbin from the aod package, parameters for a given count
> y | lambda~Poisson(lambda)
> with lambda following a Gamma distribution Gamma(r, theta)
> are estimated.
> The intercept is called phi.
> Some other parameters may be also be estimated from factors in the
> data: the estimates returned for all these would be in accordance with
> the Value listing in the negbin entry in the aod reference pdf, that
> is, they are objects "of formal class "glimML"", that is they are
> maximum likelihood estimates. Would someone tell me if I'm correct?
> regards,
> shfets

  Sounds about right, except that I'm not sure what you mean
by "the intercept is called phi" -- phi is an overdispersion
parameter (var(y) = mu+phi*mu^2, so the distribution approaches
Poisson as phi -> 0 )

  You can look at help("glim-ML"), or at the innards of the
negbin function (just type negbin at the R prompt) for more
information ...

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