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negbin
2005 Jun 02
1
glm with variance = mu+theta*mu^2?
How might you fit a generalized linear model (glm) with variance =
mu+theta*mu^2 (where mu = mean of the exponential family random variable
and theta is a parameter to be estimated)?
This appears in Table 2.7 of Fahrmeir and Tutz (2001) Multivariate
Statisticial Modeling Based on Generalized Linear Models, 2nd ed.
(Springer, p. 60), where they compare "log-linear model fits to
2006 Jun 12
1
variance specification using glm and quasi
...Cameron and Trivedi in their 1998 Regression Analysis of Count Data refer to
NB1 and NB2
NB1 is the negative binomial model with variance = mu + (alpha * mu^1)
yielding (1+alpha)*mu
NB2 sets the power to 2; hence, variance = mu + (alpha*mu^2)
I think that NB2 can be requested via
negbin2<-glm(hhm~sex+age,family=quasi(var="mu^2",link="log"))
Is that right? If so, how I can get NB1? The quasi family appears to be very
limited in variance specification options.
Thanks,
Jeff
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