[R] Negative Binomial Regression - glm.nb
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu Feb 28 08:41:24 CET 2013
On 28/02/2013 07:27, Martin Spindler wrote:
> Dear all,
> I would like to ask, if there is a way to make the variance / dispersion parameter $\theta$ (referring to MASS, 4th edition, p. 206) in the function glm.nb dependent on the data, e.g. $1/ \theta = exp(x \beta)$ and to estimate the parameter vector $\beta$ additionally.
That is no longer a glm, so no.
> If this is not possible with glm.nb, is there another function / package which might do that?
You can maximize the likelihood directly. How to do that is exemplified
in the optimization chapter of MASS.
> Thank you very much for your answer in advance!
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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