dispersion: Dispersion Parameter

In wjunger/ares: Environmental air pollution epidemiology: a library for time series analysis

Description

Estimate dispersion parameter

Usage

dispersion(model)

Arguments

model

a model fitted by fit_core

Details

This is an consistent and asymptotic estimation of the dispersion parameter based on generalized Pearson statistics for GLM models. It is given \frac{∑_{t=1}^{n}≤ft(y_{t}-E≤ft(y_{t}\right)\right)^{2}/E≤ft(y_{t}\right)}{n-df}, where n is the number of observations and df is the number of degrees of freedom used by the model.

Value

A scalar with the statistic.

Author(s)

Washington Junger [e-mail] and Antonio Ponce de Leon [e-mail]

References

McGullagh, P., Nelder, J. A. (1989) Generalized linear models. Chapman and Hall.

Hastie, T., Tibshirani, R. (1990) Generalized additive models. 2 ed. Chapman and Hall.

See Also

fit_core,gam,glm

Examples

data(admrio)
setup(admrio,"date")
f <- resp5~s(time)+weekdays+s(tmpmax)+s(humid)
m <- fit_core(f)
dispersion(m)

wjunger/ares documentation built on Dec. 23, 2021, 5:17 p.m.