Re: [R] Dispersion parameter in Neg Bin GLM

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Thu 30 Jun 2005 - 16:27:05 EST

On Thu, 30 Jun 2005, Edward McNeil wrote:

> Hi, Can someone tell me if it is possible to set the dispersion
> parameter constant when fitting a negative binomial glm in R? I've
> looked at the documentation and can't find the appropriate argument to
> pass. In STATA I can type: nbreg depvar [indepvar...], offset(offset)
> dispersion(constant). Thank you

I had to read the STATA documentation. nbreg does not claim to fit a `Neg Bin GLM' and with option dispersion(constant) it is not fitting a GLM at all. See http://www.stata.com/help.cgi?nbreg and http://www.stata.com/support/faqs/stat/nbreg1.html

So I think you need to think carefully about what you actually want, as STATA is not doing what you asked for.

If I had to fit the STATA model in R I would directly maximize the likelihood, modifying the example code in MASS4 chapter 16.

-- 
Brian D. Ripley,                  ripley@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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Received on Thu Jun 30 16:31:02 2005

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