| dispersion_params {spmodel} | R Documentation |
Create a dispersion parameter object
Description
Create a dispersion parameter object for use with other functions.
Usage
dispersion_params(family, dispersion)
Arguments
family |
The generalized linear model family describing the distribution
of the response variable to be used. |
dispersion |
The value of the dispersion parameter. |
Details
The variance function of an individual y (given \mu)
for each generalized linear model family is given below:
family:
Var(y)poisson:
\mu \phinbinomial:
\mu + \mu^2 / \phibinomial:
n \mu (1 - \mu) \phibeta:
\mu (1 - \mu) / (1 + \phi)Gamma:
\mu^2 / \phiinverse.gaussian:
\mu^2 / \phi
The parameter \phi is a dispersion parameter that influences Var(y).
For the poisson and binomial families, \phi is always
one. Note that this inverse Gaussian parameterization is different than a
standard inverse Gaussian parameterization, which has variance \mu^3 / \lambda.
Setting \phi = \lambda / \mu yields our parameterization, which is
preferred for computational stability. Also note that the dispersion parameter
is often defined in the literature as V(\mu) \phi, where V(\mu) is the variance
function of the mean. We do not use this parameterization, which is important
to recognize while interpreting dispersion parameter estimates using spglm() or spgautor().
For more on generalized linear model constructions, see McCullagh and
Nelder (1989).
Value
A named numeric vector with class family containing the dispersion.
References
McCullagh P. and Nelder, J. A. (1989) Generalized Linear Models. London: Chapman and Hall.
Examples
dispersion_params("beta", dispersion = 1)