R help - Aug 2003 - Negative binomial theta

Hi,

I'm trying to use the command "glm.nb" in library(MASS) to test
for a significant difference in the aggregation parameter "theta"
between the three levels of a factor.

Any help gratefully received!

Martin.


Martin Hoyle,
School of Life and Environmental Sciences,
University of Nottingham,
University Park,
Nottingham,
NG7 2RD,
UK
Webpage: http://myprofile.cos.com/martinhoyle

On Tue, 12 Aug 2003, Martin Hoyle wrote:
> I'm trying to use the command "glm.nb" in library(MASS) to
test for a
> significant difference in the aggregation parameter "theta"
between the
> three levels of a factor.
You cannot in general do that: each fit has one theta parameter.

You may be able to do three separate fits, one for each level, and sum the 
loglikelihoods and do a likelihood ratio test by hand.  (It depends 
exactly what the model you are using is.)


-- 
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)
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