theta.md: Estimate theta of the Negative Binomial

In MASS: Support Functions and Datasets for Venables and Ripley's MASS

Estimate theta of the Negative Binomial

Description

Given the estimated mean vector, estimate theta of the Negative Binomial Distribution.

Usage

theta.md(y, mu, dfr, weights, limit = 20, eps = .Machine$double.eps^0.25)

theta.ml(y, mu, n, weights, limit = 10, eps = .Machine$double.eps^0.25,
         trace = FALSE)

theta.mm(y, mu, dfr, weights, limit = 10, eps = .Machine$double.eps^0.25)

Arguments

y	Vector of observed values from the Negative Binomial.
mu	Estimated mean vector.
n	Number of data points (defaults to the sum of weights)
dfr	Residual degrees of freedom (assuming theta known). For a weighted fit this is the sum of the weights minus the number of fitted parameters.
weights	Case weights. If missing, taken as 1.
limit	Limit on the number of iterations.
eps	Tolerance to determine convergence.
trace	logical: should iteration progress be printed?

Details

theta.md estimates by equating the deviance to the residual degrees of freedom, an analogue of a moment estimator.

theta.ml uses maximum likelihood.

theta.mm calculates the moment estimator of theta by equating the Pearson chi-square \sum (y-\mu)^2/(\mu+\mu^2/\theta) to the residual degrees of freedom.

Value

The required estimate of theta, as a scalar. For theta.ml, the standard error is given as attribute "SE".

See Also

glm.nb

Examples

quine.nb <- glm.nb(Days ~ .^2, data = quine)
theta.md(quine$Days, fitted(quine.nb), dfr = df.residual(quine.nb))
theta.ml(quine$Days, fitted(quine.nb))
theta.mm(quine$Days, fitted(quine.nb), dfr = df.residual(quine.nb))

## weighted example
yeast <- data.frame(cbind(numbers = 0:5, fr = c(213, 128, 37, 18, 3, 1)))
fit <- glm.nb(numbers ~ 1, weights = fr, data = yeast)
## IGNORE_RDIFF_BEGIN
summary(fit)
## IGNORE_RDIFF_END
mu <- fitted(fit)
theta.md(yeast$numbers, mu, dfr = 399, weights = yeast$fr)
theta.ml(yeast$numbers, mu, limit = 15, weights = yeast$fr)
theta.mm(yeast$numbers, mu, dfr = 399, weights = yeast$fr)

MASS documentation built on June 22, 2024, 10:42 a.m.