[R] Dispersion in summary.glm() with binomial & poisson link
Jim Lindsey
jlindsey at alpha.luc.ac.be
Tue May 9 15:25:25 CEST 2000
>
> > From ripley at stats.ox.ac.uk Tue May 9 15:30:33 2000
> > Date: Tue, 9 May 2000 06:29:10 +0100 (BST)
>
> > > Following p.206 of "Statistical Models in S", I wish to change
> > > the code for summary.glm() so that it estimates the dispersion
> > > for binomial & poisson models when the parameter dispersion is
> > > set to zero. The following changes [insertion of ||dispersion==0
> > > at one point; and !is.null(dispersion) at another] will do the trick:
> >
> > I know S does that, but R is not documented to do so (so your example does
> > works as documented). I think this is at best confusing. Once phi is
> > estimated, they are quasi-likelihood models not binomial nor Poisson and in
> > particular have no likelihood, so e.g. drop1 becomes inappropriate. And it
> > is all too easy to have different treatments of dispersion in different
> > ancilliary functions (as S managed for many years).
>
> That is why I did not submit a bug report. The problem is that in
> many application areas phi is much greater than one.
The gnlr function in my gnlm library (at
www.luc.ac.be/~jlindsey/rcode.html) will fit quite a variety of
different overdispersed Poisson- and binomial-based distributions
(i.e. phi different from one) using their exact likelihoods.
Jim
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