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 \phi
nbinomial:
\mu + \mu^2 / \phi
binomial:
n \mu (1 - \mu) \phi
beta:
\mu (1 - \mu) / (1 + \phi)
Gamma:
\mu^2 / \phi
inverse.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)