theta.md {MASS} | R Documentation |
Given the estimated mean vector, estimate theta
of the
Negative Binomial Distribution.
theta.md(y, mu, dfr, limit = 20, eps = .Machine$double.eps^0.25) theta.ml(y, mu, n, limit = 10, eps = .Machine$double.eps^0.25, trace = FALSE) theta.mm(y, mu, dfr, limit = 10, eps = .Machine$double.eps^0.25)
y |
Vector of observed values from the Negative Binomial. |
mu |
Estimated mean vector. |
n |
Number of data points (defaults to length of y )
|
dfr |
Residual degrees of freedom (assuming theta known).
|
limit |
Limit on the number of iterations. |
eps |
Tolerance to determine convergence. |
trace |
logical: should iteration progress be printed? |
theta.md
estimates by equating the deviance to the residual
degrees of freedom, an analogue of a moment estimator.
theta.ml
uses maximum likelihood.
theta.mm
calculates the moment estimator of theta
by
equating the Pearson chi-square
sum((y-μ)^2/(μ+μ^2/theta)) to the residual
degrees of freedom.
The required estimate of theta
, as a scalar.
For theta.ml
, the standard error is given as attribute "SE"
.
quine.nb <- glm.nb(Days ~ .^2, data = quine) theta.md(quine$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))