Estimate theta of the Negative Binomial
Usage
theta.md(y, u, dfr, limit=20, eps=sqrt(.Machine$single.eps))
Arguments
y
|
Vector of observed values from the Negative Binomial.
|
u
|
Estimated mean vector.
|
dfr
|
Residual degrees of freedom (assuming theta known).
|
limit
|
Limit on the number of iterations.
|
eps
|
Tolerance to determine convergence.
|
Description
Given the estimated mean vector, estimate theta
of the Negative Binomial
Distribution by equating the deviance to the residual degrees of freedom.
Analogue of a moment estimator.Value
The required estimate of theta
, as a scalar.See Also
glm.nb
Examples
theta <- theta.md(y, fitted(fm), dfr=123)