Re: [R] Under-dispersion - a stats question?

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Wed 12 Oct 2005 - 08:01:47 EST

On Mon, 10 Oct 2005, Martin Henry H. Stevens wrote:

> Hello all:
> I frequently have glm models in which the residual variance is much
> lower than the residual degrees of freedom (e.g. Res.Dev=30.5, Res.DF
> = 82). Is it appropriate for me to use a quasipoisson error
> distribution and test it with an F distribution? It seems to me that
> I could stand to gain a much-reduced standard error if I let the
> procedure estimate my dispersion factor (which is what I assume the
> quasi- distributions do).
>
> Thank you for any input at all.

This usually indicates a deviation from the large-sample theory because of small counts. See e.g. MASS4 p.208. Then estimator

 	residual variance
 	-----------------
     residual degrees of freedom

is unreliable. If the better methods discuss there confirm under-dispersion, then you probably have some form of negative correlation and need to look at your experimental setup. (But it is usually are false alarm.)

-- 
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 Wed Oct 12 08:08:29 2005

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