[R] Glm and user defined variance functions

Ben Bolker bbolker at gmail.com
Wed Mar 14 21:45:59 CET 2012

Craig Lyon <craig.lyon <at> rogers.com> writes:

> Hi,
> I am trying to run a generalized linear regression using a negative binomial
> error distribution. However, I want to use an overdispersion parameter that
> varies (dependent on the length of a stretch of road) so glm.nb will not do.
> >From what I've read I should be able to do this using GLM by specifying my
> own quasi family and describing the variance function using varfun, validmu,
> dev.resids and initiate. However I cannot find any detailed discussion of
> this method. Any help would be appreciated.
> ps I've done this in SAS so I know it should be possible!

  I think you'd be better off with the bbmle package, e.g.
something like


Slightly less efficient than setting up your own quasi family
but probably much faster in terms of analyst time ...

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