theta.mm {MASS}R Documentation

Estimate theta of the Negative Binomial by Moments

Description

Given the mean estimate, calculate the moment estimator of theta by equating sum((y-mu)^2/(mu+mu^2/theta)) to the residual degrees of freedom.

Usage

theta.mm(y, u, dfr, limit=10, 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.

Value

The required estimate of theta, as a scalar.

See Also

glm.nb

Examples

theta <- theta.mm(y, fitted(fm), dfr=123)


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