[R] glm and overdispersion

ripley@stats.ox.ac.uk ripley at stats.ox.ac.uk
Tue Feb 18 12:19:09 CET 2003

Use the quasibinomial family -- see the help pages.

Warning: how are you estimating the over-dispersion?  The estimate given 
by the residual deviance can be badly biased.

I don't know your reference, but this is all in McCullagh & Nelder (1989) 
and earlier.

On Tue, 18 Feb 2003, Hardouin Loïc wrote:

> I am performing glm with binomial family and my data show slight
> overdispersion (HF<1.5). Nevertheless, in order to take into account for
> this heterogeneity though weak, I use F-test rather than Chi-square
> (Krackow & Tkadlec, 2001). But surprisingly, outputs of this two tests
> are exactly similar. What is the reason and how can I scale the output
> by overdispersion ??

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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