[R] How do I set the dispersion parameter in poisson glm?

Huso, Manuela manuela.huso at oregonstate.edu
Thu Oct 7 20:44:20 CEST 2010


Thank you so much for your reply, Z.  Of course, you are correct about the overdispersion not affecting parameter estimation.  But my goal is comparison of several models using QAIC and the dispersion parameter enters the QAIC calculation.  I suppose I could calculate the QAIC of all models using my fixed dispersion parameter, but I was hoping I could just set it in the glm call and let the software calculate QAIC appropriately for me.

Manuela 

>::<>::<>::<>::<>::<>::<>::<>::<>::<
Manuela Huso
Consulting Statistician
201H Richardson Hall
Department of Forest Ecosystems and Society
Oregon State University
Corvallis, OR   97331
ph: 541-737-6232
fx: 541-737-1393

-----Original Message-----
From: Achim Zeileis [mailto:Achim.Zeileis at uibk.ac.at] 
Sent: Thursday, October 07, 2010 9:48 AM
To: Huso, Manuela
Cc: r-help at r-project.org
Subject: Re: [R] How do I set the dispersion parameter in poisson glm?

On Thu, 7 Oct 2010, Huso, Manuela wrote:

> Dear R users,
>
> I would like to fit a glm with Poisson distribution and log link with a known dispersion parameter.  I do not want to estimate the dispersion parameter.  I know what it is, so I simply want to fix it at a constant for this and other models to follow.  My simple, no covariate model is:
>
> Tall.glm<-glm(Seedling~1,
> 	family=poisson,
> 	offset(log(area)),
> 	data=tallPSME.df)
>
> I want to fix the dispersion parameter at 2.5.  How can I do this, please?

The parameter estimation is invariant to the choice of dispersion 
parameter, hence you don't have to change anything in the glm() call 
above.

Only for the inference you have to set the dispersion, e.g.

summary(Tall.glm, dispersion = 2.5)

hth,
Z

> Many thanks in advance for your help,
>
> Manuela
>
>> ::<>::<>::<>::<>::<>::<>::<>::<>::<
> Manuela Huso
> Consulting Statistician
> 201H Richardson Hall
> Department of Forest Ecosystems and Society
> Oregon State University
> Corvallis, OR   97331
> ph: 541-737-6232
> fx: 541-737-1393
>
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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