[R] variable dispersion in glm models

Vito Muggeo (UniPa) vito.muggeo at unipa.it
Thu Apr 26 10:34:17 CEST 2012


there are at least two alternatives

1) package dglm for Double generalized linear models

or probably better

2)package gamlss for Generalized Additive Models for Location Scale and 
Shape. Here you can use alternative, sometimes more appropriate, 
families and also you can include additive (nonparametric) terms in the 
linear predictors

Hope this help,
you

vito

Il 26/04/2012 10.00, Chris Rh ha scritto:
> Hello,
> I am currently working with the betareg package, which allows the fitting of a variable dispersion beta regression model (Simas et al. 2010, Computational Statistics&  Data Analysis). I was wondering whether there is any package in R that allows me to fit variable dispersion parameters in the standard logistic regression model, that is to make the dispersion parameter contingent upon some covariates. I know that glm() from the base package allows the fitting of a common dispersion parameter via selection of the quasibinomial family, but glm() seems not to be able to individualize the dispersion parameter. Every hint is welcomed!
> Chris
>
> 	[[alternative HTML version deleted]]
>
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-- 
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
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90128 Palermo - ITALY
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