R help - Jun 2002 - generating overdispersed poisson & negative binomial data

I would like to try a simple parametric bootstrap, but unfortunately
(stupidly?) my models are "overdispersed" gams & glms.

I'm hoping for a function that generates overdispersed poisson or negative
binomial data with a given mean, scale (& shape parameter).

The loose definition I'm using is overdispersed poisson produces integer
values with variance=const*mean & "looks like" a poisson, &
simly for
overdispersed negative binomial - I am aware that odnb is a strange thing to
desire.

Maybe the "integer-valued" bit of my definition is unnecessary, which
would
mean a simple scaling would suffice, but I don't know enough to decide on
this without testing.

Thanks,

Mike.


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I think part of the reason that people use quasi-likelihoods in the 
first place is that they can't think of simple models that give them the 
desired scaling ... if you find definitions, e.g. of compounded 
or generalized distributions that give var=c*mean, I'd be interested.  In 
the meantime can you do something with compounding distributions?  
(Unfortunately the only thing that springs to mind is e.g. Poisson with 
gamma-distributed rate, which gives negative-binomial in any case, not 
constant var*mean; Poisson+log-normal rate would be slightly more 
flexible but?  if my moment-generating-functions algebra was less rusty I 
might play around with it ...)  I also might look in Johnson & Kotz, which 
I don't have with me.

On Thu, 6 Jun 2002, Mike Lonergan wrote:
> I would like to try a simple parametric bootstrap, but unfortunately
> (stupidly?) my models are "overdispersed" gams & glms.
> 
> I'm hoping for a function that generates overdispersed poisson or
negative
> binomial data with a given mean, scale (& shape parameter).
> 
> The loose definition I'm using is overdispersed poisson produces
integer
> values with variance=const*mean & "looks like" a poisson,
& simly for
> overdispersed negative binomial - I am aware that odnb is a strange thing
to
> desire.
> 
> Maybe the "integer-valued" bit of my definition is unnecessary,
which would
> mean a simple scaling would suffice, but I don't know enough to decide
on
> this without testing.
> 
> Thanks,
> 
> Mike.
> 
> 
>
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> r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> Send "info", "help", or "[un]subscribe"
> (in the "body", not the subject !)  To: r-help-request at
stat.math.ethz.ch
>
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> 
-- 
318 Carr Hall                                bolker at zoo.ufl.edu
Zoology Department, University of Florida    http://www.zoo.ufl.edu/bolker
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