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Built-in Mathematica Symbol

DispersionEstimatorFunction

DispersionEstimatorFunction
is an option for generalized linear model fitting functions That specifies the estimator for the dispersion parameter.

With DispersionEstimatorFunction->"PearsonChiSquare", the estimator is where n is the number of data points, p is the number of parameters, and v is the variance function for the distribution.

Non-default values can be used to model overdispersion in "Binomial" and "Poisson" models.

With the setting DispersionEstimatorFunction->f, the common dispersion is estimated by where y={y₁, y₂, ...} is the list of observations, is the list of predicted values and w={w₁, w₂, ...} is the list of weights for the measurements y_i.