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spmodel (version 0.8.0)

dispersion_params: Create a dispersion parameter object

Description

Create a dispersion parameter object for use with other functions.

Usage

dispersion_params(family, dispersion)

Value

A named numeric vector with class family containing the dispersion.

Arguments

family

The generalized linear model family describing the distribution of the response variable to be used. "poisson", "nbinomial", "binomial", "beta", "Gamma", and "inverse.gaussian".

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).

References

McCullagh P. and Nelder, J. A. (1989) Generalized Linear Models. London: Chapman and Hall.

Examples

Run this code
dispersion_params("beta", dispersion = 1)

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