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

From: Prof Brian Ripley <>
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,        
Professor of Applied Statistics,
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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