[R] package MASS - MLE of negative binomial distributions

[peter dalgaard]

glm.nb fits 6 mean parameters plus 1 theta. 6 x fitdistr fits two parameters each.

-pd

On 10 Dec 2015, at 16:21 , Rik Verdonck <Rik.Verdonck at bio.kuleuven.be> wrote:

> Dear list,
> 
> 
> 
> I have a question about the exact estimate of the maximum likelihood for a negative binomial fit. I'm trying to approach this in two different ways: the first one is a fit using the glm.nb method, and the second one is a fit using the fitdistr function for each condition separately, where I add up all log likelihoods. These two methods do not yield the same values for the log likelihood of the fit. They do yield the same log likelihood if all data are one group (no summation), so I assume I'm doing something wrong when I sum up log likelihoods. Am I not "allowed" to do this?
> 
> 
> Example code:
> library(MASS)
> x<-c(601,619,637,609,594,499,494,507,477,450,400,367,428,359,400,276,260,262,304,342,216,189,152,231,200,104,85,85,85,112)
> groups<-as.factor(c(rep("dist1",5),rep("dist2",5),rep("dist3",5),rep("dist4",5),rep("dist5",5),rep("dist6",5)))
> 
> glm.nb(x~groups)$twologlik
> 
> logliks<-NULL
> for(group in levels(groups))
> {
> 	NBfit<-fitdistr(x[groups==group],"Negative Binomial")
> 	logliks<-c(logliks,NBfit$loglik)
> 	rm(NBfit)
> }
> 
> sum(logliks)*2
> 
> 
> Many thanks!
> Rik
> 
> 
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com