R help - Jun 1999 - inverse.gaussian, nbinom

Two questions:

1. inverse.gaussian is up there as one of the glm families, but do
people ever use it?  There is no inverse.gaussian in the R
distribution family, and when I checked McCullagh & Nelder, it only
appeared twice in the book (according to subject index), once in the
table on p. 30 and once on p. 38 in a passing sentence.  Is there a
good reference on this distribution?

2. When I looked at the negative binomial documentation, I couldn't
quite get things match for the composite Poisson case.  It seems to me
that prob=1/(1+scale) instead of prob=scale/(1+scale), but I don't
trust myself on the algebra.  Can someone else please double check it?

Thanks.

Chong Gu
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On Tue, 08 Jun 1999, Chong Gu wrote:
> 1. inverse.gaussian is up there as one of the glm families, but do
> people ever use it?  There is no inverse.gaussian in the R
> distribution family, and when I checked McCullagh & Nelder, it only
> appeared twice in the book (according to subject index), once in the
> table on p. 30 and once on p. 38 in a passing sentence.  Is there a
> good reference on this distribution?
See 

Chhikara, R.S. & Folks, J.L. (1989). The Inverse Gaussian Distribution: 
   Theory, Methodology and Applications. New York: Marcel Dekker. 

See also

Desmond, A.F. & Chapman, G.R. (1993). Modelling task completion data 
   with inverse Gaussian mixtures. Applied Statistics, 42, 603-613. 

Whitmore, G.A. (1986). Inverse Gaussian ratio estimation. Applied 
   Statistics, 35, 8-15. 

For an example where the fit of an inverse Gaussian model is better 
than that of a normal or gamma model, see pp.98-101 in 

Lindsey, J.K. (1997). Applying Generalized Linear Models. New York: 
   Springer-Verlag. 

Finally, for a good and detailed discussion of the IG distribution, 
see chapter 15 (pp.259-297) in

Johnson, N.L., Kotz, S. & Balakrishnan, N. (1994). Continuous Univariate 
   Distributions, Vol.1, 2nd ed. New York: Wiley. 

Best, FC. 
--
Francisco Cribari-Neto			voice: +55-81-2718420
Departamento de Estatistica		fax:   +55-81-2718422
Universidade Federal de Pernambuco	e-mail: cribari at de.ufpe.br
Recife/PE, 50740-540, Brazil		web: www.de.ufpe.br/~cribari/

     I would like to get an education, but it may be too late: 
     I already have my doctorate. 

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